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"Don't be so bloody ridiculous," spluttered my friend Aeneas Mackay when I suggested trying to get a table at the Caprice. It was around 1pm on Sunday, September 22 and we were among 407,791 people streaming through St James's on the Liberty and Livelihood March. The very idea that we could just pop into the Caprice and expect to get a table was so utterly absurd that Aeneas actually got quite cross. "I'm not even going to go in and ask," he harrumphed. "They'll just laugh in our faces."

But I thought it was worth a punt and--to my astonishment--I had no problem securing a table. Not just for two, either, but for five. Clearly, all our fellow marchers were so convinced there'd be absolutely no chance they hadn't even bothered to try. Actually, that isn't quite true. As I was waiting for my table, I overheard the maitre 'd tell one of his underlings that Anne Robinson, one of the Countryside Alliance's most prominent supporters, was expected at any moment. "We need to find something special for her," he whispered, a note of anxiety sounding in his voice. Perhaps the last time she'd been in her table wasn't up to scratch. He probably didn't relish the prospect of being told he was the weakest link again.

The tables at the Caprice--I can't bring myself to call it Le Caprice--are divided into three classes: Economy, Business and First. Actually, given the restaurant's clientele, it makes more sense to use the Virgin classification system. The table I managed to get was in "Premium" rather than "Upper Class", but at least it wasn't too near the kitchen. In any case, the waiters are so well trained it hardly matters. Unlike in New York, where the staff of Le Cirque only come alive when dealing with a Condé Nast editor, the waiters at Le Caprice treat everyone like Royalty. In that respect, it's the culinary equivalent of flying on Concorde.

As I took my seat in the top left-hand corner of the restaurant, I only spotted one bona fide Royal: a Saudi Arabian Prince. I'd tell you his name but one of my companions, an investment banker, begged me not to on the grounds that "he's a client". He didn't want to risk antagonising the Prince, who's "nervous about security", apparently. One thing that puzzles me about characters like this is that if they're so worried about security why don't they just pop down to the local Indian where there'd be no danger of being recognised? Why insist on being given a high-visibility table at a high-profile restaurant? The most egregious offender in this category is Salmon Rushdie. Even in the early 90s, when the British taxpayer was having to shell out millions to protect him from the mad mullahs, Rushdie was a regular at the Caprice. Whenever I saw him there he was always seated at the most prominent table in the room, grinning like a Cheshire Cat.

One person who I'm sure will have no objection to being mentioned in this column is Lord Lichfield, the royal photographer. He was there, along with various members of his family, sitting in the "Upper Class" section. His eyes were constantly scanning the restaurant and every time someone he vaguely knew walked past he jumped up like a jack-in-the-box. For society types like him, the sole purpose of going to a restaurant like the Caprice is to see and be seen. It's a form of mutual congratulation: "You're here, I'm here, everybody's here! What a fashionable lot we are!" For those who aren't part of the in-crowd, witnessing this ritual is like having a front row seat at a parade of the rich, the famous and the beautiful. You simultaneously despise them for being so shallow and desperately want to be one of them.

Or maybe that's just me.

Both Aeneas and I opted for kedgeree as our main course and it was just what the doctor ordered. Both the Caprice and its sister restaurant, the Ivy, specialise in this type of posh comfort food. The most impressive thing about the kedgeree was the quantity. Aeneas couldn't even finish his and, after three platefuls, I couldn't help him, particularly after several slices of eggy bread and a bowl full of chips. When I set out on the Liberty and Livelihood March I naively thought that September 22 would be a weight-losing day. Some hope. You may end up leaving the Caprice with an empty wallet, but you don't have to worry about leaving with an empty stomach.

The cost of the meal for five, with wine and cocktails, came to £172.50 and we added a £32.50 tip.