If your intention is to concentrate on the shops in and around Mayfair, consider staying at the historic Connaught (Carlos Place; 44-207/499-7070; www.the-connaught.co.uk; doubles from $360), a truly grand, justly famous property from the 19th century that provides every amenity available in the 21st. Nearer Harrods, Harvey Nichols, and the international shops on Sloane Street, the boutique Knightsbridge Hotel (10 Beaufort Gardens; 44-207/584-6300; www.firmdale.com; doubles from $330), with rooms that offer a whimsically fresh take on traditional British style, is an excellent choice. Even if you're not staying at the Berkeley (Wilton Place; 44-207/ 235-6000; doubles from $400), you can cap a day of shopping at that hotel's Prêt-à-Portea, a somewhat silly, but utterly disarming, afternoon ritual that features everything from Missoni-striped éclairs to cupcakes à la Prada, all served on Paul Smith-designed china.
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