>> "What the heck will I wear?" <<

Tailored slacks (not jeans), a blouse, cardigan or jacket, and a scarf will get you in anywhere.

janisj is right on.
With nice shoes or boots, and a good purse.

Right, I always do take the "regulation" black slacks and fancy top. I remember the days when everyone dressed up for the flight and even more so for the theater. Thank you all so much for your replies. It's making me more and more excited about my trip.

Another vote for the Wolseley, but remember, its acoustics mean it can be quite loud when the place is buzzing. It's not the place to go if you're looking for a murmured hush! OTOH, it's a great place to have tea on your own -- I used to do that about once a month. Ask for a table in the inner horseshoe

Near the Wolseley is the restaurant/cafe at Sothebys auction house -- one of my favorite places for lunch and tea and it's well off the usual tourist radar even though it's centrally located.
http://www.sothebys.com/en/inside/se.../overview.html

For both venues, reservations strongly recommended.

Oh and Tulips, the Flamant flagship store on the Sablon in Brussels used to promote its "high tea" when what they were offering was clearly an afternoon tea. I wrote them to suggest they change the name, but don't think they ever did.