Victoria to Marylebone - the least worst way is to head up to Hyde Park Corner, and then, where you would normally cut right on to the Constitution Arch bit, go straight in to the park. You have to cut across a coupel of roads, but then you'll find yourself on a cycle path heading north parallel to Park Lane. About two thirds of the way to Marble Arch you'll see a turning to the right, which takes you out of the park near a memorial to horses that died in war (?). Take the crossing over Park Land and head down Upper Brook Street. Turn left at Park Street and jut keep going - over Oxford Street, over the Marylebone Road, and then turn left at Dorset Square.
You could head up Park Lane, but you have to get in to the fast lane to turn right at Upper Brook Street.
London Bridge to Marylebone is not so much fun. I'd head over the bridge, turn left after the bridge, go down a little road that curves to the Embankment - take the Embankment through the tunnel, and turn right at Northumberland Avenue, just after the Charing Cross viaduct. Go straight ahead at Trafalgar Square, in to Pall Mall, until the road takes you right. Cross Piccadilly and go in to Albermarle Street. At teh top end of Albermarle street go right and then almost immediately left past a statue of Churchill and Roosevelt sitting on a bench. Walk up Bond Street for 150 yards, and then ride left on Grosvenor Street until you get to get to park Street - then turn right on Park Street
