A simple price comparison between Conington Flying Club, Mid Anglia School of Flying and Cambridge Aero Club tells me Conington would be my choice. From personal experience - the high price doesn't mean anything other than high overhead costs! Who wants to pay those??
You may also wish to consider where you will continue to fly after your training not only in terms of prices, but also club facilities and atmosphere. Again, on this, Conington would be my choice.
Wherever you end up getting airborne; best of luck and enjoy it!