Well, there are no tri shops in either Cambridge or Natick.
But there is a great running store in Cambridge: Marathon Sports.
And there is a great bike shop in Natick: Landrys.
And another great bike shop in Belmont: Wheelworks.
Other than Fast Splits in Newton, the only other tri specific shop is up in Peabody, FitWerx.
BrokenSpoke
I second how great Marathon Sports is.
And Newton isn’t far from Natick, I’d say Fast Splits is worth a look too.