Hi Buenchico,
You are right that you can't print tickets from the Internet (with the exception of some tickets from crosscountrytrains.co.uk).
The ticket machines at Cambridge will only sell you tickets for the same day, but you can collect tickets for any day.
If you buy online, you can either:
1. have the tickets sent to you free of charge by 1st class post, if there is enough time before your journey.
2. collect them from the machine at the station.
Collecting from the machine rather than buying from the machine has two advantages:
1. you can collect them when the station is less busy, so you don't have to queue.
2. you can buy all of your planned journeys in one go, so you only have to visit and queue at the ticket machine once.
Since asking this question, I have discovered a wonderful ticket website, called redspottedhanky.com. This site offers every ticket, including the £14.50 one I wanted, and they will send them to you 1st class for free. I'll be using redspottedhanky.com for every ticket purchase in future, and will stop using websites like Trainline and First Capital Connect, which hide some of the best fares.
http://www.redspottedhanky.com/
http://www.crosscount...e-ticket_success.aspx