The National Archives are, of course, a must for many historians. What a pleasure it is to go there. Most of the files I've been using have only been released recently, so one feels a sense of privilege to look at them, associated with wondering if you might be the first person to do so since they were taken out of public view.
Once you have a users card, its easy to search for files. When you give 24 hours notice of the files you select, they're waiting for you in the locker number associated with the reading seat that you booked. You can photograph the documents using their camera mounting equipment provided.
They even have a good restaurant and coffee bar on the ground floor for a break, when you need it.