Can anyone recommend a good wine/Champagne shop in central London?

Harrods? I'd prefer something more personal

Eating? I used to visit a restaurant before, but they tore the building down now.
It was more or less opposite Harrods and they served french food LŽEntrecote with the very nice sauce.
Is it still around somewhere else?

Any other 'must dos' in the limited time I'm there?

Cheers!