My glittering life

''One of the things I most admired about him was his lack of hypocrisy. He couldn't have cared less what people thought of him or may have whispered behind his back.''

And for Lady Annabel, it was always Jimmy's legendary charisma and unique devil-may-care quality which sparked the explosive love affair that was to change her life forever.

These days, the very mention of this elegant society woman - eternally associated with the trendy Mayfair nightclub Annabel's, which once famously refused entry to Prince Andrew for wearing jeans - still conjures up images of exotic star-studded parties. She led the ultimate jet-set lifestyle and was friends with Princess Diana, who regarded her as ''something of a surrogate mother''.

In her memoirs, Annabel: An Unconventional Life, she describes the advice she would have offered the Princess if she had got the chance.

''I'll always wish she had opened up to me a bit more. As a wife whose husband also kept a mistress, I'd have repeated the simple question that my lawyer Lord Goodman had put to me: 'Do you want to be a divorced woman or do you want to be married?', to which my own reply had been an unequivocal desire to remain married.''

Despite being the aristocratic daughter of the eighth Marquess of Londonderry and head of the Goldsmith empire, billionaire Lady Annabel, 69, is surprisingly down to earth. She talks candidly, and with more than a sprinkling of her famous sense of humour, about the extraordinary twists and turns that have shaped her life, including losing both her parents in her teens and the mysterious disappearance of her first son Rupert off the coast of West Africa in 1986.

Happier times saw her falling ''head over heels'' in love with Jimmy Goldsmith whilst still married, and having her youngest son Ben at the late age of 46.

Lady Annabel's life has been rather more than what she modestly describes as ''unconventional''. Speaking from her family home, Ormeley Lodge, on the edge of Richmond Park in London, her entrance into her cosy study is comically heralded by her beloved rabble of dogs, who quickly establish themselves as part of the antique furniture.

''They follow me everywhere, they're like my extended family and I couldn't live without them,'' she laughs.

The inspiration for her colourful, and often tragic, memoirs came from a terrifying ordeal in December 2000, when a deranged Kenyan student seized the controls of the Nairobi-bound Boeing 747 on which Lady Annabel, her daughter Jemima Khan and youngest son Ben were passengers.

''It was facing death in its most horrible aspect, because my children and grandchildren were there too. I couldn't bear the thought of them having such short lives,'' she shudders.

Painting a chilling picture of grown men howling with fear as the plane began to plummet, her face visibly brightens as she recounts how Jemima - terrified of flying herself - told everyone to shut up and pray.

''Jemima later said that it was because she could see terror in her little son Sulaiman's eyes and she didn't want him to live his last moments in fear,'' she says.

It's clear that Lady Annabel, who is enormously protective of her beautiful daughter, is proud that her unshakeable maternal instincts have been passed on Jemima, who lives in Pakistan with her cricketer-turned-politician husband Imran Khan and their two young sons.

''After the accident, I realised how fragile life was. My family came close to being wiped out so I decided to write about my own life,'' she says.

The greater part of Lady Annabel's childhood was spent at Wynyard, near Stockton, where the Londonderry's vast coal empire had funded a grand house of amazing opulence, with doors of Siena marble and floors of white marble and lapis lazuli.

In fact, the house was so vast that the family lived only in one wing leaving the rest, and the huge estate, as the perfect place for 'those dreadful Castlereagh children' to run wild in.

"From the moment we drove through the formal Golden Gates... I never failed to be amazed by the grandeur and beauty of the place. Halfway down the drive was the towering grey stone Wellington monument, exactly 127 feet high, built to commemorate the Duke's visit to Wynyard in 1827. Nearing the house I would catch my first glimpse of the curved lake on the left, then I would feel and hear the rattle as the car crossed the grid over the Lion Bridge and arrived at the grand porticoed facade of the front of the house. I can still re-run in my mind every yard of that journey. The place was sheer magic," she says in the book.

Lady Annabel's father espoused mildly socialist views - improving cottages on the estate and sympathising with the plight of the miners during the General Strike - but the family lived in undeniable luxury. Wynyard had 140 rooms filled with glorious furniture and paintings.

The children had a string of tutors, most of whom endured relentless and sometimes heartless tormenting - including 'mooning' on the blind side of one hapless governess with a bad squint.

It was an idyllic childhood - picnics and ponies, hunting and Christmas plays performed in one of Wynyard's three ballrooms - which only started to unravel after the death of Annabel's father from alcoholism in 1955. ''My father was a really wonderful man but after my mother died, we couldn't talk to him as we had done before. He couldn't face life without her and he turned into Jekyll and Hyde almost overnight.''

While married to first husband Mark Birley, who named Annabel's after her, Lady Annabel fell in love with the indomitable entrepreneur Jimmy Goldsmith, who died of pancreatic cancer in 1997, aged 64. ''When I met him, he hadn't made it yet. What attracted me to Jimmy was that he was the most dynamic, charismatic and irresistible man I had ever come across. He completely and utterly swept me off my feet,'' she says.

Lady Annabel recounts the many occasions when she would hear screams of laughter coming from the study whenever ''larger-than-life'' Jimmy was home. ''He had a French sense of humour. He loved the little remarks made by Oscar Wilde or any funny little anecdotes. He was great company, the very best, and most people were spellbound by him."

Jimmy's extra-marital affair with French journalist Laure Boulay de La Meurthe whom he briefly lived with in New York, as well as his ongoing relationship with his ex-wife, Ginette Lery, has been well-documented in the British Press. Despite her hurt in the beginning, Lady Annabel says: ''Just because he had found another woman to love, it didn't mean he changed his behaviour towards me. Our relationship really did remain very much as it always was. I called him a puppet master, in the nicest possible sense, because he automatically made everything right if I was ever upset or worried about anything. But the strings have been cut and the world is duller place without him."

She adds: "I'd love to have had his take on the Iraq war, September 11, or on George Bush. I often wonder what he would think about this or that and wish I could just ask him.''

Always looking to the future, Lady Annabels says her family is what matters most to her. ''I honestly don't have any regrets. If I'd stayed a one-man woman then I wouldn't have had Jemima, Zac and Ben, who have given me such enormous pleasure - I'd have missed out on so much.

''I don't feel any different today than I did 20 years ago, except for maybe a few more creaking bones. I just want to stay around as long as I can to watch all my grandchildren grow up before I start pushing up the daisies.''

* ANNABEL: AN UNCONVENTIONAL LIFE by Lady Annabel Goldsmith (Weidenfeld & Nicolson, priced £20)