Edgware Road is a fairly modern stretch situated in Central London, and is 10 minutes walk away from Paddington rail and Tube station. Apart from your run-of-the-mill chain stores and fast food outlets, plenty of good eating is to be found here, ranging from Italian to Oriental to good old pub stodge, but as this area continues from the nearby Middle-Eastern communities such as Bayswater and Kensington, some of the best Middle-Eastern restaurants and shops (specialist grocers, pharmacies, curiosity shops, etc) can be found here. If you're looking for good Lebanese cuisine, shisha and/or belly dancing shows, Edgware Road is the place to be.
There are two separate London Underground stations for this destination, although both share the name of Edgware Road. The first is served by the Bakerloo line between Paddington and Marylebone, and the second is about 150 metres away, served by the Circle, District and Hammersmith and City lines.
A particularly helpful piece of advice pertaining to the Tube services to this area would be: don't try to change lines here if you don't know where the other station is, and you're already extremely, inexplicably, horribly late for work.