Depends on what you are looking for
Like Killian suggested, Church St and Alfie's Antique Market is a great place to start.
Lots of Danish Vintage shops in town too. My favourites are:
Førest, in Clerkenwell (next to Magma bookshop which is worth a look)
The Modern Warehouse, in East London
Elliot & Tate, in East London
Two Columbia Rd, in Shoreditch
Drop me a line if you need any specific info. Happy to help: danielmpoole@yahoo.com
South London
Hello, I'd like to add the following to Daniel's excellent list in case you happen to be in South London on your trip.
Crystal Palace (on the Overground line linked to Shoreditch and Dalston) has quite a range of vintage shops. Designs of Modernity, Matt Mitchell London and ID for London - all listed on the Design Addict links - are based in the area, and there are interesting vintage curios, as well as fantastic coffee, at Bambinos.
Hope you enjoy your stay.
This should be of interest too
If you are in town between 18-22nd September:
http://thedesignjunction.co.uk/
If you need any help, please contact us at – info@designaddict.com