If you have lots of money to spend, try the Cafe Royal on Regent Street at the Piccadilly Circ. end.
Cafe Royal - Overview
The Cafe Royal has been a London landmark since 1865. A place where the great,
the good and the seriously eccentric have held court, held sway and held on. ...
http://www.caferoyal.co.uk/
The Cafe Royal is the location historically of such as Oscar Wilde and many of the good and famous.
If the above does not suit, try the link below : -
Party Bookings.com - Party venues in London and UK. New Years Eve ...
Offers all the party types in venues all over London.
http://www.partybookings.com/
In addition most London pubs will rent out rooms for parties, meetings, and so forth. My company always hold it's AGM at a pub near Holborn. The minutes of the meeting usually look at bit scribbled since everyone is plied with booze. But the profits are good, so we all turn up for a bit of a do.
Have a great time.