What games are you interested in?
CLWC meets on Tuesdays near Euston Station and wednesdays near Marylebone. I go on Tuesdays and often play Epic Armageddon, though we play a wide variety of historical and sci-fi games.
There are other clubs that meet around London. London Warlords are putting on Salute 2010, the biggest UK wargames show on Saturday 24th April, see details
here.
Wider afield, Games Workshop have events occuring regularly in their UK HQ in Nottingham.