The only unpronouncable places I can think of in London are Leicester Square (pronounced Lesster Square), St Mary Axe (Simmery Axe) and Holborn (Hoe burn). Other than that last one (which is clearly a slang term for chlamydia) I can't think of any sexual connertations, much less sex shop names.
Edit: How could I forget Hertfordshire (hart-ford-sheer)? I used to live there! Also, while we're doing punny shop names, the minute cannabis is legalised I'm opening Burnt Toke.