There is one just off tottenham court road, 32 Rathbone Place.
They mainly had Consoles
But the other CEX was at 40 Notting Hill Gate
and upstairs they had spectrums, atari, Amiga, C64 etc.
But it was years since I last went.
There is another shop called Retrogames... but I've forgotton where that is... it's quite some distance from the other two.
I'll be in London from about 11am through till about 10pm and I am sure I can get away for an hour or so in the middle.