The Wallace Collection is always worth a visit, whether for its permanent collection or a temporary exhibit. Only a short stroll from Oxford Street, it's ideal for adding some art into your day of shopping. The building itself is beautiful and the cafe a delightful spot to take a break. I managed to catch the soon-to-be-ending Inspiring Walt Disney: The Animation of French Decorative Arts exhibition, which offered amazing insights into the many connections between Rococo decorations and Disney creations. In addition to free entry to the permanent collection, they also offer free tours and talks, so there are many great options:
https://www.wallacecollection.org/learn/adults/talks-and-courses/