Oxford street is one of, if not THE, busiest street in London. You can basically get anything and everything on Oxford. But, it's often so busy and overwhelming, that you end up not getting anything at all. Nonetheless, it's hard to visit London and not at least spend some time walking along Oxford Street and exploring all the areas off of it (e.g., Marylebone, Bond Street, Carnaby).
My suggestion is... wear comfortable shoes, make sure your credit card is working, and start from Marble Arch in the morning and end at Piccadilly Circus at night.
(1) I know, I know... you probably rolling your eyes wondering why I would start off my day in London at a Parisian cafe... a chain one, nonetheless. Here's the thing... if you're going to London from Paris, then by all means, ignore this. Anywhere else in the world... well, London's Parisian croissants are still significantly better than what you're getting at home. Just think about it, they're probably closer to Paris than you are. PAUL is great. There are plenty of PAULs around London. Some are slightly better than others... but all of them will give you what you need: a delicious pastry and a cup of English Breakfast.
(2) Around the corner from PAUL is the Marble Arch. Stop by for a few photos with the arch that gives the surrounding area its name.
(3) Head east down Oxford Street towards all the shops. There are plenty of options. I personally am a fan of Selfridges. Yes, it's a great shopping store... but more importantly, there's a Pierre Hermé shop inside it. If macarons aren't your thing, Selfridges has plenty of other confectionery. Oh, and plenty of high-end designers.
(4) Speaking of high-end designers, most of them are located on Bond Street / in that surrounding area. Whatever your heart desires... you can find it on of these streets.
(5) When you're tired of shopping, head up Marylebone for lunch. It's less expensive than a lot of places down in Mayfair and you avoid all the major chains on Oxford. A small walk out of the way, but I'd highly recommend The Golden Hind for some traditional fish and chips. Once upon a time, this was the highest Zagat rated fish and chips place in London. It's unassuming, the prices are good, and it's going to be one of the best fish and chips you've ever had.
(6) When you're done with lunch, head back towards Oxford street and keep walking east towards the famous Oxford Circus junction. You can't miss it! At this point, you can choose to continue walking east on Oxford Street (towards Tottenham Court Road), but I've always found that section more boring. Instead, I'd recommend you walk down Regent Street towards Picadilly Circus.
(7) Carnaby is a small, newer shopping area, but it's one of my favorites. Liberty is a must see. The shopping inside is super high-end. If that's not your jam, you should still go to admire the exterior and interior architecture (if you happen to swing by during Christmas, they have some of the best window and store decorations). The floral shop outside always has the best blooms and arrangements, and there's a whole separate small shop for confectioneries. Carnaby has so many small restaurants and pubs for a quick snack or pint between your shopping stops.
(8) Heddon Street Kitchen is right off of the Regent Street. It's tucked away, along with a few other restaurants. HSK is one of Gordon Ramsey's more casual restaurants, serving traditional British foodfare. If you're super hungry and want to go all out: I'd recommend their beef wellington for two. There's also a new bar downstairs: Hidden Heddon.
(9) After a nice dinner at HSK, it's time to head to the famous Piccadilly Circus. The Circus is particularly known for its video display and neon signs mounted on the corner building on the northern side, as well as the Shaftesbury Memorial Fountain and statue of Anteros (which is popularly, though mistakenly, believed to be of Eros). It is probably one of the noisiest part of town - with the massive amount of traffic circling around, people zooming about in all directions, and the plethora of street performers.
(10) & (11) In case you can't tell by now... I'm a big fan of night-caps. Pending on how much after dinner walking you want to do, I have great recommendations in the area: Disrepute and Bar Termini. They are very different. Disrepute I discovered because on the same trip, two friends separately told me they wanted to take me to a great bar they love and it was Disrepute (yes, I pretended I never went when my second friend took me there). The bar is located downstairs in what feels like an underground marble speakeasy. It's officially positioned as a members-only spot, but it does allow non-members as capacity permits. Make sure you make reservations!
Bar Termini is almost the exact opposite. Bar Termini is no-frills, and one of the world's top 50 bars. The menu is small, but everything is tasty. I personally had a really difficult time debating between a spritz or a negroni each round (yes, I had multiple rounds). They serve small bites as well, so don't worry - just keep drinking!