Back from a few days sightseeing in that London and I can confirm that the most underwhelming places I visited were:

The Natural History Museum.
Most of the exhibits aren't even real; just plaster casts or fibreglass models. Particularly disappointed that this is the case with the big dinosaur skellington.

The changing rooms at Wembley Stadium.
Really, really basic. More cheaply furnished that the locker rooms at a golf club.

What places have underwhelmed you?