I'm usually around Westminster/Trafalgar Square area, which is between Covent Garden and the others suggested (Marble Arch/Kensington/Knightsbridge/Chelsea), and close to SOHO/West End/Theater District. Also walking distance to Westminster Abbey, Parliament/Big Ben, No. 10 Downing, the National Gallery, etc., etc., etc.
ND has its campus building near Trafalgar Square, by the way.
This message has been edited 1 time(s).