Three good classical collections: Harold Moore's on Old Marlborough St. near Oxford Street (the deepest catalogue you'll ever find), Record Exchange at Notting Hill Gate (great prices), and Gramex on Lower Marsh near Waterloo Station (quirky). The Record Exchange is a number of small storefronts segregated by subject, so if you want something other than classical, they have it in easy to find premises. The first two are open every day, Record Exchange is open later in the evening, until about 8 P.M. Gramex, as I recall, is only open Tuesday-Saturday afternoons.