Not photography.. but I'd recommend Coral Reef by Mike Nelson at Tate Britain, it's right next to the suspended Sea Harrier and reclining Jaguar installations. Considering it's "just" a series of small interconnected rooms I found it strangely fascinating. They've also got the Eadweard Muybridge exhibition running but I didn't have time to see that when I was in last.
Tate Modern is always worth a visit, and the shop usually has a good selection of photography books. The cafe/restaraunt is good value as well.