Normally with a lot of these clubs, it's a nice environment with so-so food, but this is quite exceptional. It's open only to members though, so if you want to try it out for yourself, you'll have to find one to take you.
I'd describe the food served at the Great Gallery as traditional English cuisine. The menu is seasonal - in the game season it has venison and partridge, for example. It serves exquisite smoked salmon and traditional British cheeses. The club wine is good and reasonably priced, with a French Burgundy or a Bordeaux in the £15-£20 range. But if I'm having the venison, say, I'll usually have the Chateauneuf-du-Pape.
The decor is unique, unlike anywhere else I've been in London, with high-impact chandeliers and ornate old decorations and alcoves. It actually feels quite French, like, say, the Cafe de Paris in Monaco - that feeling of grandeur without being oppressive. And it's a jacket-and-tie place, which adds to the ambience, because everybody is dressed up and looking rather splendid.