for food shopping you should definitely check out Marylebone High Str. - if u r in the area on Sunday morning, you can visit the local farmers market. Also the fromagerie is worth http://www.lafromagerie.co.uk/ there's a coffee shop there and you can also buy specially sourced food products (such as Castelluccio lentils etc) and on the same street, The Ginger Pig (for meat). Another interesting shop + deli is the Apulian place La Masseria, 69 Berkeley Street (check out their basement for pasta of all types, even gluten free, cakes, biscuits and veg dips). if u r into interior design / kitchenware etc, go and check out the Conran shop, Divertimenti and Selfridges (on Oxford Street, easy walking distance).