No one's really giving serious answers here. I'm currently a graduate student at Western, just started this September so only been here for two months. Some tips:
1) London Knights games at the Labbatt Center are great. Good quality, relatively cheap. It sucks that a lot of their talent (Marner, Dvorak, Tkachuk) are off to the NHL this year though.
2) Most of the best places to eat are downtown. Check out the Early Bird. It's a technically a breakfast place, but it's all day and they make some cool looking stuff. Thaifoon is pretty good for Thai food. If you're on campus, avoid the UCC for food, it's terrible and overpriced. I'd recommend The Grad Club. Sommerville Cafe is good too, but it has very limited hours. If you don't mind the walk, Brescia Cafeteria is pretty good.
3) Parts of downtown London are pretty sketchy.
4) If you want to go shopping, go to Masonville Mall - it's just north of Western. This is also one of the nicer areas of London.
5) London Transit sucks ass.
6) If you're into martial arts/MMA there's a high-level gym - Adrenaline MMA just past downtown. It's run by Mark Hominick, who fought Jose Aldo for the UFC featherweight championship in 2011 at UFC 129. He actually teaches some classes (Monday kickboxing). They have other current and former UFC fighters teaching there like Sam Stout, Chris Clements and Chad Laprise.
7) Western probably has the highest density of attractive females of any place I've seen in Canada.
8) It's cold as **** and rains a lot.
