Rough Trade's a bit too obvious to mention isn't it? But it must be mentioned, particularly the Notting Hill branch, which benefits from not being underground.
I used to love Intoxica on Portobello Road too, but they're terrible for expensiveness. They were about to sell me an SY bootleg 7" for £5 about six years ago and they suddenly decided that it should have been £40 so they put the price up. They still had the record four years later and were still asking £40 for it. May still have it too for all I know.