I came across this great directory that may just be exactly what you have been looking for. London Advertising Directory has over 900 links and 50 categories all ranging in different areas of interest. The site is well put together and is very simple to navigate through - making it easy for you to search and find exactly what you are looking for.
This is a great site and you can even suggest links to them also. They have random links and popular links that are also listed on the site. If you need to search for something specific check them out - they may just have exactly what you are looking for!