Lester Bowden in Epsom is probably the most iconic upmarket shop. Absolutely top market clothing and some accessories. But expect to pay slightly over the odds. Chobham Rider has a great range of hats in stock and really good fitters -they would always be my first port of call. They will also special order hats if you don't fit a standard size - but you might find that a bit far depending on where in SW London you are.
But if you need to stay in Zone 1 - does Harrods still have an equestrian department? They used to.