This is an extremely useful map showing Tube stations that appear to be far apart on the Tube map, but are actually close enough to enable you to walk between them. This is the reason that I usually carry both a Tube map and a London AtoZ when I travel around London.
I don't go up to London very frequently these days, but when I was growing up in Surrey, going to London for the day was a real treat. Travelling on the train to Victoria station was always exciting (imagine that--getting excited about travelling on the train!), and when I saw the huge towers of Battersea Power Station, I knew that we were nearly there. I also loved the Tube with the ghostly sounds of a busker playing the saxophone somewhere down a tunnel, and that gust of Underground smell that would herald an arriving train. Scent is such a slippery evasive thing for the memory, but I know that if I smelt that smell blindfolded, and with no other sensory cues, I would know exactly where I was.
I've always enjoyed walking around London too (except Oxford Street--that makes me feel like a salmon battling up a waterfall). I have a number of favourite routes that I take down quiet lanes and past interesting sites, but I pride myself on just being able to strike out in the general direction of my destination and pick my way through the back streets until I get to my goal. Of course, I do carry the AtoZ in case my rather fragile sense of direction gives out on me, or the sun--which I use as a compass in towns--disappears behind thick overcast.
 For some reason, London is always 'up'.