I will be staying in the Belgravia area, arriving on a Thursday morning early in May. I always like to walk about on my first day after an all-night flight--more refreshing than any sort of bus tour or indoor tour. Any suggestions on how I should plan such a walk--particular spots to see, especially coffee shops, book stores, etc. Any favorite little pub for an evening meal--perhaps some nearby live music?
I'm not sure how tired you'll be. You can walk by Buckingham Palace, or walk along the Thames to Westminster Abbey. I like to use walkit.com to find the distances between places.
A longish walk would be via Sloane Square up to Harrods and Hyde park, or take a major North/South street up to Hyde park. Toward the Kensington end (west) there are some interesting stores. Belgravia has some very interesting little "squares" in amonst the houses
I recommend a walk through Eaton Square and Belgrave Square where you can check out some of the priciest real estate in the world. The Grenadier located on Wilton Row a couple of blocks off Belgrave Square is a fine pub with good food.
You could just wander around enjoying the "Upstairs, Downstairs" neighborhood, but you are also not far from the Victoria and Albert Museum, a fun indoor meander, and from Hyde Park.