I recently had the chance to try out the Cuban cigar walk London. In this audio tour Professor Maxwell Huttchinson guides you around Mayfair and St James. On the tour you will have the chance to visit 4 cigar stores, see many sights, visit a cigar museum and the Churchill War rooms and even stop off for shopping or afternoon tea.
As well as learning the history of the area and cigar smoking in London you will hear lighthearted anecdotes of the area. The tour is at a leasurely pace and Prof Maxwell keeps you safe from the traffic with suitable pauses for crossing the roads. Interspersed between the comentary are recordings of Churchill, readings from books and musical interleudes. Given that the price of tour on MP3 is less than the price of a good cigar it's excellent value but if you want a personal guide then tours are also scheduled periodically. You can download a map from the website but I doubt you will need to refer to it as you go as the instructions are very clear.
The tours are produced by Cities in Sound and each tour takes upto 6 months worth of research and development to create. The guides can be purchased on the website as an MP3 download or a complete package including player and headphones, the cigar walk can also be purchased at J J Fox and Davidoff on St James or Sauters of Mayfair.