Alex James: I need to spend time with my shed and spanners

Breakfast aside, London's West End has got to be about the worst place in the entire world to eat cheaply.

Breakfast aside, London's West End has got to be about the worst place in the entire world to eat cheaply. On the other hand, it's about the best to dine expensively. Manhattan is the opposite. Pizza of the gods for a couple of bucks a slice, but the posh places are ghastly. There's never time to eat in New York, anyway. On tour, leaving that city is always a wrench. It's an exciting place for anyone: there are always more encounters to be had, more places to go, more surprises, more pizza - and that's if you're my mum! If you're in the best goddam rock'n'roll band in the world, the pleasure potential is positively stupefying.

Big cities are the places to have the best fun. It took a while to work that out. Coming from Bournemouth, my first impressions of London were of buildings, traffic and filth; and my mum's horror at the price of everything. Once you've stopped being frightened of what's going to happen, you realise that all big population centres are merely that - population centres. Cities are about people, and you have to try to find the good ones. That's what all the bright lights and boozing are for. When I look at the circumstances in which I've met all my most important people, it's terrifying how random it all seems. It must be the same for everyone who has moved away from their home town. The great thing about the 21st century is that you can go anywhere and do anything you want. Then you just have to take your chances, which is the tricky bit.

For the past 15 years, I've lived in Covent Garden, surrounded by chaos and possibility. It's beautiful. I'm surprised not everyone wants to live here. The expensive parts of London are so suburban and one-uppy. For the past year, however, I've been dividing my time between the big city and my new place in the Cotswolds. But all that's about to change. I've just accepted an offer on my London home, and I'm moving to the country permanently. I have a wife and a baby, and I need to spend more time with my shed and spanners and birds going "tweet".

"It's the end," I say to myself as I pop out for a pint of milk. Walking down the street (ahh, the crooked, cobbly street...) brings on an avalanche of nostalgia. There's so much I love about Theatreland. I'm an avid pedestrian. Just noodling around is a hobby. Pissed-up yodellers on St Martin's Lane; sirens; black taxis, the best in the world, everywhere; excited coach parties. Theatre billboards going, "Come on! Check it out, right here!"; foreign-language students in rip-off cocktail bars; darling old couples dressed up for a special night out; someone on every corner holding a map; the crowds a-thronging. And such a good-natured place. There isn't the vandalism and violence you get in small towns - London's so damn ugly, no one thinks to despoil it further.

Even if you don't go to the museums or shops, you know they are all there waiting for you. Almost everything that is great is just a walk away, and everyone who is great has been here and enjoyed themselves at one time or another.

I realised that I was becoming sentimental about London when I went to Bermondsey the other day. I didn't want to leave. I wanted to live there as well. I'm now totally blind to all the bad things about London. I know I'll be back, but it won't be mine anymore. I'll be on the outside looking in.

We're on holiday this week in Los Angeles; it's like going back to junior school. It really gives the impression of nothing happening whatsoever. You think: "There's only one other person in this bar, what am I doing here?" Then you realise the other person is famous, but you still wonder what you're doing there. It's a city pretending not to be a city at all; more of a holiday camp. There are only six roads, no taxis, no cobbles, no thronging, no yodelling. That's not a big city. In fact, it's like Bournemouth, only sunny. I'll let you know if anything happens.