My advice for London shows... be on the mailing list for any UK band that you enjoy, as there is a darn good shot at them doing some crazy tiny little secret show that is announced only through email or something like that. I saw Editors for free on the roof of the Proud Galleries at the Stables Market in Camden Town this way. Same basic thing for The Duke Spirit, free, announced less than 24 hours in advance, and saw them in the basement of The Social off of Oxford Circus. In fact, the stunning Ms. Moss smacked me on top of the head whilst swinging her mic around. She kept on rocking, then at the end of the song took my head in her hands and asked if I was alright. Of course I was, it made my week!
As far as venues, watch out for Brixton Academy...it's a nice venue, but the floor is sloped and huge...if you are down the front, you'll get pushed up against the barrier like nothing you've ever experienced before. Quite literally the two most crowded and no personal space whatsoever shows i've ever been to were Bloc Party at Brixton, and also Kaiser Chiefs, Maximo Park and Cribs at Brixton. The Astoria is decent, and Camden Koko has to be seen to be believed.
Funny tidbit, while waiting for Bloc Party, the queue outside Brixton Academy goes down a long alleyway. Some local budding hip hop artist was attempting to make a homemade music video by putting a groupie on the back of a hatchback w/ a camcorder filming him while he sauntered down the alley after as the car drove forwards. When he fell over on his ass having tripped on the curb all the indie kids in the queue gave him a round of applause.