Because Leadenhall is in the city it has a very different atmosphere to anywhere in the west end - its never very busy in my experience and despite the name 'market' this is the name of the arcade which has shops and cafes - not market stalls! So don't be disappointed when there aren't any stalls - go to one of the numerous street markets in London for that.
We went for a cheese tasting at Leadenhall cheese shop - they are also a very small cafe and wine bar. The owner is very hospitable and an authority on cheese - she has hard to get and unusual cheeses. We did the cheese and wine tasting for £40/couple - on the whole very good value and a very enjoyable 2 hours spent. We will be going back and probably gving the tasting as a present to various people!
If you own or manage Leadenhall Market, register now for free tools to enhance your listing, attract new reviews, and respond to reviewers.