The NYTimes suggests Southwark is highly recommended.
The Thames Path of London has evolved into one of the best gathering spots over the last few years, and one that can easily be experienced in a few hours if you stick to the particularly lively section that stretches roughly from Southwark (pronounced SUTH-uck) Cathedral, near the London Bridge Underground Station, to Westminster Bridge — all easily accessible by public transport.
If you're in town on either a Thursday, a Friday or a Saturday, start your journey at Borough Market (8 Southwark Street; www.boroughmarket.org.uk), a sprawling collection of stalls and small shops tucked behind the cathedral and a few blocks' walk from the London Bridge station. You can get freshly fried fish and chips at one stall and grilled sausages at another.....
I have to suppress a smile when travelling across Southwark Bridge with Americans in the back of my cab and one of them says to his or her companion(s)," What bridge is this?" The inevitable reply is, "It says South waRRk over there." On gently correcting them, and telling them that the local pronunciation is Sutthark you are met with "get outta here!" or "you have got to be kidding, how can it possibly be pronounced that way!" I usually say, " If I can pronounce Arkansas as Arkansaw you can say Sutthark, and by the way Vegas is Las (Lass), not Los (Loss) Vegas!"