Take the Tube (subway) to Kensington High Street Station.
Good shopping around there (and you are walking distance from Lady Di's Kensington Palace, too).

Covent Garden is also the site of the first ever LUSH Handmade Cosmetics store (a bit of history for you!)

Also....if you like theatre, take the Tube to Leichester Square (pronounced "Lester") and you can get "day of" theatre tickets, at Half Price. You have to walk into a Park sort of...ask people where the official ticket window is for Half Price Tickets (because there are 1 or 2 imitation 1/2 price booths around the same area).
Going to a Matinee of "Les Miserables" or "Starlight Express" is terrific, particularly good for a rainy afternoon (but of course, it never rains in London.... LOL ;)

I'm actually staying right in Kensington. Only 28.5 hours until my plane takes off!