The Bathhouse
This 19th-century Turkish bathhouse in the heart of the City is a gorgeously opulent hideaway that's easy on the purse. 'I look forward to Thursday nights for its clandestine supperclub soirée, Boom Boom Club, where you can round off dinner and Victorian-themed cocktails with a cabaret show,' says Kate. 'The dance floor's gilded birdcage DJ booth adds extra speakeasy glamour.'
Where 7-8 Bishopsgate Churchyard, London, EC2M 3TJ (020-7920 9207; www.thebathhousevenue.com)