If you can't find it at Harrod's, then you don't need it. Literally. I've tried to think of things that you can't buy at Harrod's; i'm still working on it!
Harrod's has everything you could possibily need or want. You can buy a puppy, for goodness sake! I bought my dog a supper dish in the traditional Harrod's green and gold. You can buy things in U.S. dollars, which is good to know to keep up with your expenses. You can buy food, clothes, shoes, belts, bags, purses, puppies, Tiffany jewelry, bling-bling, tea pots, ANYTHING! The best part: Krispy Kreme donuts!
Take Piccadilly Line to Knightsbridge. Signs will be posted to guide to the correct exit.
Check out the pet store! The puppies are so cute and you get your own Fido a piece of the Harrod's tradition. And bring your platnium Visa!
Caveat: Never go shopping mid-day! Never, ever in London...NEVER! Everyone and their mom shops at this point in time. It is best to go early as soon as the shops open or during dinner time like right after rush hour traffic...around 6 or 7.