After walking around a bit I finally found the shopping district at Piccadilly Circus. I don't know, I guess with the word "Circus" in the name I expected something a bit more entertaining. I did see a lot of people holding signs pointing me to buy cheap theater tickets.
The saddest part is that I went in to look at the tickets and a Star Wars poster caught my eye. Then I remembered that there's a Star Wars exhibition going on right now! It opens at 10:00 AM, but I needed to get all the way back to the airport by 12:00. I found out that I was 20 mins. away from the exhibition. With travel time to the airport and the exhibition I would have about 15 mins. to see the whole thing. So, I missed it.