Greetings Vicster,
There's not a lot of rock art in Cumbria, as you will see by checking the Cumbria section of TMA. I've visited Copt Howe in Great Langdale, and Beckstones near Patterdale at the south end of Ullswater.
Copt Howe is controversial, as it has been claimed that climbers inscribed it on an "off day". I know it's wet there, but it'd take a hell of a lot of wet days to do it, besides, the lure of the bar of the Old Dungeon Ghyll would be too much. The large slab at the side of the road opposite is intriguing too, with its many huge "cup" marks. Natural, or man-made? Let me know what you think.
Fitzcoraldo found another Great Langdale rock art site near the campsite, and although I've not seen it, I've walked past it numerous times, and it's in a great position. Again, see the Cumbria section of TMA.
If, as you say, you want "rock art hunting", then Beckstones is the place. The site itself is small, but there are other sites in the vicinity. All are recently discovered. I suspect many more remain to be unearthed, or found in the immediate area. Check the link below for the Archaeology Data Service site for the Beckstones area:-
http://www.pastscape.org.uk/firstpage.asp?source=textonly&period1=Stone%20Age&county1=Cumbria&class1=None&place1=patterdale&type1=&min_date1=ALL&max_date1=ALL&recs_per_page=5&s_o=1&nmr=&defra=
Long Meg has a carving too.
Happy hunting,
TE.