Scott - the bookshop downstairs in Selfridges had the Paul Daley books and a few other interesting coffe table type golf books as I remember. Foyles is worth visiting as Tony says, although it has certainly tidied itself up in recent years. I think it was owned for many years by one elderly lady, who liked things done her way and was reluctant to change...bit like The Addington I suppose. It hasn't lost all its character yet, so hopefully the golf course won't either.
I like Waterstones' flagship store on Piccadilly, too. Haven't looked at golf books there, but judging by the selection of food items, I think they'd have a few.