Outdoor Shops in Cambridge are pretty poor but perhaps the worst is Open Air in Green Street, Cambridge - perhaps it's because the area is so flat around here that all the local outdoor shops are hopeless.
We recently spent several hundred pounds in Open Air and they wouldn't consider any kind of discount. Given the huge mark-ups on the gear in outdoor shops, it is very common to get a discount - we recently bought 2 new gortex coats in a shop in the Peak District and they just offered us a discount without us even asking. Open Air don't give discounts for any national or international climbing clubs like BMC or The Austrian Alpine Club - they only give discount for local climbing clubs. They tell me that they don't give discounts for national climbing club members because "most of our customers are members of those organisations". Not sure I understand the logic but it seems pretty poor to me - most other outdoor shops I know take a much more reasonable attitude. Open Air also quibbled about returning an £20 item, in the context of having made an overall sale of hundreds of pounds. Very poor service, not recommended.
If you want an outdoor shop in Cambridge, Field and Trek near the Grafton Centre is probably best (and they are a bit more reasonable about discounts, even though part of a chain). A better option though, would be to take a trip to The Outdoor Shop in Stoney Stratford (near Milton Keynes) or buy from them over the web - if you spend a lot there you are likely to get a fair discount. I once negotiated a 25% discount on £1,000 worth of stuff I was buying from them.
Other options to consider on the web are: Needle Sports - good prices and have been reliable when I've ordered from them; Wiggle - another favourite of mine, great for bike stuff and some outdoor stuff too; Cotswold Outdoor Shop - big chain but pretty good deals, website formerly 9feet.com, I think Cotswold bought it.