I started by going to The Illustration Cupboard, a small gallery/shop, which is currently showing the illustrations from David Almond / Dave McKean's new book, 'Mouse. Bird, Snake, Wolf' .
They are gorgeous (there's a full list, with images, on the gallery's site), and since I got home I have been looking down the back of the sofa in the vain hope of finding £1,500 or so, so I can go back and buy one.(I especially like 'They Made a Wolf', if anyone has a sudden urge to buy me an unbirthday present). The gallery also has lots of other nice art and prints.
My second non-theatre-y indulgence, after the play finished, before I caught my train home, was more art, at the National Gallery, which has the advantage of being close to the theatre, and of being free, so its possible to call in and spend a little time visiting a few highlights, without feeling that you've wasted the visit.
I love the way that the angels all wear Richard's badge (even if some of them look pretty bored). I particularly like the white stag on the back of the diptych.
I also enjoy the other early works - the gallery has a couple of Uccellos (including a delightful St George and the Dragon (which seems to show that the dragon was in the RAF, so it seems a little unpatriotic to have killed it...)
Leaving the Gallery I found that Trafalgar Square was full of many competeing groups of Morris Dancers. Which was unexpected. I'd noticed that the pub I ate lunch in seemed to have an unusually high number of men in white with bells round their knees, but I just put it down to the local clientele!