Cambridge's Programme is very academic and challenging. You need to learn a lot of economics and Part III Maths(The hardest maths course in the world). However, the network in Cambridge would help you get a job in a BB Bank.
LSE: It is in London. People go clubbing all the time. In terms of study environment, I think it is not as good as oxbridge. Their courses are more specific.
I will go for academic training at Cambridge since it makes people smarter.