The worst dessert that I've ever had was also in London. I was staying at a fancy hotel in Kensington, and the manager gushed over something called "the Queen's pudding" that he said I had to try. It was a dry, brown, lumpish thing the consistency of a bran muffin, and even dousing it with buckets of cream didn't make it palatable.
The best serendipitous theater find also came in London when I stayed at the Savoy Hotel, the great palace dedicated to the works of Gilbert & Sullivan, with their old programs and mementoes on the walls. The attached Savoy Theatre had just opened a new production of Gilbert & Sullivan's Iolanthe, and on the spur of the moment I bought a ticket and enjoyed a superb matinee that seemed to reach back through the years to the days when the great light-opera duo was cranking out new works.
Best place to pretend you're Henry the VIII and threaten your spouse with a beheading: Hampton Court palace, where he used to live.
I've got to get back to London soon to search for more bests.