In reply to Maciek:
I think the Westway is probably the best all-round wall in London. It's got good high leads, a lot of top roping, a good-sized traverse wall, an easyish bouldering area and a hard bouldering area in the new section, along with all the necessary training aids - fingerboards, woodies, campus boards etc.
I tend to go to the Castle as it's easier for me to get to. If you go on the direct debit scheme it works out as £36 a month. I go 3-4 times a week a lot of weeks, so it works out pretty cheap. They have a great selection of easier bouldering, but not much really hard stuff, and a reasonable selection of leads and top ropes. I think they should put in a competition lead wall where they have the high top ropes opposite the bouldering; then it would compete with the Westway. Got all the training aids also.
Mile End - I've been a few times, good for bouldering as mentioned above, don't like the lead area much.
The Arch - Went once, would go again, great variety of bouldering at all grades, but a bit cramped and dusty.