Hidden away inside Foyles bookshop is a section called Ray's Jazz (strangely enough). It's OK. I've sometimes seen stuff you wouldn't normally expect to find anywhere other than online to Rocking Chair, Living Tradition or Musikfolk. Adjacent cafe and friendly staff.

Honest Jon's on Portobello Road and the Exchange shop on Notting Hill Gate (section irritatingly named anglo-celtic) can be good for rarities.

Nothing like Colletts though...