Ask a dozen riders and you'll get at least a dozen different answers. Personally I wouldn't use a route that went via HPC, because a horrible roundabout, but YMMV.
It's quite fun riding straight through the middle of it between Constitution Hill and Hyde Park IMO.
I do tend to have a few familiar routes to/from Kings Cross (ottomh to Goldsmiths Row, Holborn Viaduct, Waterloo Bridge, Trafalgar Square and Marble Arch) that I combine with the CS routes and a few others to get around London easily. Then it just becomes a question of getting to one of those in the most enjoyable manner.