Another vote for the Science Museum from me. Some of the older displays haven't aged well, but nevertheless some of the exhibits are really amazing. (My favourites are the MF 780 combine, and the paper models of polyhedra.)
Tate Modern is also good. In some cases -- for example the silverware suspended from the ceiling -- it is more interesting to see how the thing was made and installed rather than the thing itself.
If you're looking for a special (i.e., expensive) meal then I can recommend
Vinoteca. Its not far from Oxford Street (Marble Arch end) and I thought it was excellent. They match the wine to the meal for you, bringing a different glass of wine with every course.
And yes, the sewer trains really are quite stinky. End very expensive.