Being married to an EU citizen gives you the right to join him in London and work there but you still need some paperwork. The difference is that it's supposed to be a formality, cheaper and quicker than a regular work or spouse visa, and not at the discretion of the authorities.
Specifically, what you need is an EEA family permit. Once you have it and enter the UK, you do not need any other visa to work in London. You could however apply for a residence card to prove your right to stay and work in the UK and help you travel in and out of the country in the future.
Unfortunately, while you do have a strong right to join your husband, the UK still makes it more difficult that it should to effectively use that right. I don't have any statistics but I have heard about some very long delays (in 2008, up to 10-12 months, hopefully it's better now) and hard to justify refusals. Officially, visas for members of the family of an EU citizen should be given priority and should usually be issued quickly time but there are no guarantees.