William Evans
Beretta Gallery
Holland & Holland
William & Son
James Purdey & Sons

All of these are within walking distance of each other in London. The most distance would be between William Evans and Purdey and that would only be about 4 blocks. Lots of good pubs/eating places in-between each gun shop. There are also some sporting stores (no guns but clothes and the such) to visit like Cordings owned by Eric Clapton.

The gunmakers shops are all very friendly. I would highly recommend taking a full day to do a walking tour of the gunmakers shops. And then go right back and do it again the next day too smile