Note that Amazon has some cultural misfeatures that require unlearning at other employers.

I've hired ex-Amazon engineers at Google who believe that your job is to fuck over as many other teams as possible in the name of delivering your feature as quickly as possible so you can climb the ladder, and who believe your manager's job is to back you up while you fuck over those other teams and steal credit from other engineers on them. They tend to struggle in Google's more collaborative culture, and I'd imagine they'd also struggle in other companies that are a little less sociopathic. The problem is particularly acute with people who have never worked anywhere but Amazon; older employees coming out of Amazon are more like "Well, that's just how Amazon is, I'll adapt myself to whatever culture my current job has", but junior engineers are often shaped and molded by it because they've never known anything else.

I'm often a big fan of going to industry early because a.) you make more money early which can then compound and b.) you actually do learn a lot of tacit knowledge working in industry, very often more relevant than what you'd learn as a student. But if the choice is between Amazon and Cambridge I would probably do Cambridge.