The Connaught is the ultimate chic afternoon tea spot. Despite all the five-star formalities and Mayfair address, you don’t feel like you’re expected to be serious. It’s lively, there will probably be people having lunch next to you, and groups enjoying champagne at half one in the afternoon. And if you ask to be seated by the windows—which you should—you can watch everyone walking down the street with designer shopping bags in hand. Afternoon tea is hosted in the Jean-Georges dining room.