At the same time the Occupy protests were happening in St Pauls. I secured a short term contract in an investment bank, and stayed in a tent with the protestors while saving for a deposit to rent a room. I had to put on my suit and dash away from the camp in the morning before I was spotted, I'd then change before coming back in the evening. I washed in the local swimming pools.
Looking back on it, it was nuts that I was able to finish my thesis. So yeah, rents are high, you need to know someone to make it in London.