tactics trainer. game explorer. dude, all the tools are here on chess.com.
Self Teaching Chess
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Download scid. It's a free, chess database program that is just fantastic (though a bit intimidating at first to figure out).
Download PGN files from PGN Mentor and TWIC. Import them. Delete the duplicates. And with that, you should have a database of just under 2 million chess games for review and consultation.
More importantly, with SCID, you have a hub for importing and organizing your own games, and analyzing and annotating them. This is crucial. You can play thousands of games, but if you don't reflect upon your games and note your strengths (and more importantly, your weaknesses), you will not improve.
Something I've started doing is playing at least one game of at least 15 minutes a side in live chess here, then analyzing it as best as I can, then uploading it to the Games Analysis sub-forum. Every day.
I'm also a diamond member, so I spend at least an hour a day working through Tactics in Tactics Trainer, as well as checking out a video or two.
Btw, check out Jeremy Silman's most recent article (the first in a trilogy) about reviewing master's games. David and Danny discussed it on their last show, and posted about it (I think in this sub-forum). Something to look into; a well-stocked scid would be a good resource for that.
Above all, commit to playing and analyzing your games every day. I'm not exactly well-stanced to say this is the best way to go, but it's something I've been doing for a few weeks now, and it has changed the way I think about the game. It's also a big confidence boost (while recognizing my limitations).
Lots of chess in Cambridge, here's some links:
http://homepage.ntlworld.com/paul.smith25/chessgo/
http://www.cambridgechess.org.uk/
(I can't believe that you actually said that chess is not popular in Cambridge.... ever heard of Cambridge University Chess Club? My guess is that you haven't looked any further than your bedroom.)
Where i live chess is not a very popular sport, and therefore there are no chess teachers to guide me in my improvement of chess, therefore i was hoping some of you here on chess.com would be able to give me any tips for how to improve.
All the best, Ascleipus.