In reply to Chris Hine: Over the summer go to Stubbers Outdoor Education Centre. It's got an outdoor wall, which is fairly good (it has real rock inserts in a brick wall). Use the database on here to find it.
There is also a bouldering wall at one of the leisure centres in Basildon (can't remember where).
Hockley has a wall too, indoors.
There is also a wall at a school somewhere (South Ockendon I think) but you need to have a qualification to use it I think.
And the Southern Sandstone is only about 45 mins away!!
There's also Mile End (as emntioned) or the Castle within an hour if you've got a car! for bouldering Mile End is probably best, but for routes I'd go to the Castle (can be a pani parking though on busy nights)