I had just graduated in Theoretical Physics when I went to LSE for the MSc. in Philosophy of History of Science. This program gave me a very good point of entry to the study of philosophical issues concerning physics, in particular, and science, in general. Having never followed an academic training in philosophy the year program gave me a very good opportunity of surveying the terrain in some depth in a relatively short amount of time. It helped me a lot in deciding whether or not I wanted to pursue an academic career in the philosophy of physics, which I ended up doing (I am now doing a PhD in the philosophy of quantum mechanics at Complutense University in Madrid).
The program has both taught courses and a research project, where there is a fair amount of time devoted to the latter. There is also a good divison of lecture and seminar hours in the taught courses. We were asked to write a good number of essays throughout the year but exams were not until June, which as a newcomer to philosophy I really appreciated. I also liked the fact that the faculty members at LSE were very much accessible and were willing to discuss essay topics, arguments, etc.