How to allow an active membership with payment pending?
For offering membership privileges on your site, you should be able to give the same privileges to pending as current. You should be able to give discounts to pending members too.

Drupal: http://wiki.civicrm.org/confluence/display/CRMDOC/CiviMember+Roles+Sync

WordPress: https://github.com/tadpolecc/civi_member_sync (this seems to be working correctly on CiviCRM 4.6.6)