The millenium eye is a must, possibly HMS Belfast and what ever other waships they have in the Thames, the Westfield shopping centre, which is absolutely huge!. Oxford street is good it has Hamleys, the giant toy store ! :) , if your around Liverpool street, there is some of Banksy's artwork in Brick lane which is always worth a look.
The natural science and history museums are very good. Depnding on when you are going, they have a Michael Jackson exhibition at the o2 arena.