Alex James: If you think aeroplanes are expensive, try horses

I used to have an aeroplane, quite a posh one.

I used to have an aeroplane, quite a posh one. It was a sort of sky Bentley in which to show off. People always ask how much an aeroplane like that costs, and the answer is, "Nowhere near as much as my wife's bloody horses." Cornflake, the moody one, has got some kind of mildew hoof scenario and needs to rest for a few months, while Frostie has problems of her own, and needs special massages. When they are fit, all they do is prance around in circles on shredded-up tyres. On the whole, "horsies" are about the worst types I've come across. If they're not chasing foxes, they're having exclusive little competitions with each other. So dull. If it were me, I'd go for a bit of en masse Hell's Angel-style cruising down the bridleways. Much more civilised.

My wife keeps the horses in stables on the other side of the valley. There's a big wood on the way that I still get pretty lost in, but the other day I more or less worked out how to get cross-country from our house. I ran along the muddy old bridleway that follows the Evenlode river. The sunlight was golden and the dew silver; it was already looking very Christmassy. But by the time I got to the stables, I was very late and absolutely covered in shit, an appearance that wasn't helped by the fact that I was wearing pyjama bottoms to stop the stinging nettles from getting my knees. Claire was wearing jodhpurs, big boots and tweed and, while she looked very sexy, she too was covered in and smelt of shit.

Despite this picture of bucolic charm, we were due in London in an hour and hadn't booked a hotel. All the usual places were full and my parents were looking after our son, so, naturally, we persuaded each other to stay at Claridge's.

Everyone should stay there one night a year. I love almost everything about it. All the little details: the plumbing, the staircases, the nibbles, the best concierge service in the world, and the fact that you can turn up, as we did, wearing pyjamas. It just hums, that hotel, and God is in his Heaven and all is right with the world while you are there.

In the lobby, there's a photograph of Winston Churchill walking in. He's grinning all over his face, and it looks like he's just won the war. It would be an appropriate place to go to after you'd won a world war. It endows you with statesman-like qualities, somehow. I found myself imbued with ambassadorial goodwill and agreed to attend all sorts of meetings and perform in front of people I would have said "no" to had I been staying at the Hilton.

Mayfair, on the whole, is my favourite part of town at the moment. It's proper. I'm not coming back to live in London until I can afford a house in Mayfair. It sparkles. We thought we might as well go all the way while we were in the area, and booked ourselves into Le Gavroche for the full French dining experience. It's an exquisite glimpse of a world of impossible luxury. You couldn't eat like that every day; it takes hours. But, just occasionally, you have to take time out and put money aside to dine like that. It makes you feel like the emperor of China. At a hundred quid a head I reckon it's good value; cheaper than taking your wife to the football and pretending to be working class.

Two days later, back in the real world, we were at the other end of the Monopoly board, at the Scala in King's Cross. Cathy Davey was supporting the 22-20s. Ben Hillier, currently the coolest man in the world, who plays drums in my new supergroup Wigwam, produced Cathy's record, so we all crammed into the old Merc and headed north to check her out. King's Cross is great; you can park, and it has the up-all-night lawlessness Soho used to have. Cathy was kicking it. Sometimes you get reminded why you do what you do; a really hip crowd, buzzing, a great new artist finding her feet and delivering a sweet smack in the face. Check her out before she's playing stadiums.