In reply to Captain Gear: I climbed at Red Rocks at the end of September and it was hot, but I was happy enough on easy single pitch trad routes, for harder sport climbing we were hiding from the sun. Camping is basic and is $15 a night, pit toilets and no showers. I just hid behind a toilet block, and stripped down with a big bottle of water and some shower gel. The other option is to use the climbing gym in town, they have showers.
I then spent the first 2 weeks of October in Yosemite, which was pretty cold at night & first thing in the morning (take a decent sleeping bag!), but climbing in the sun can be a bit punishing, especially on longer routes (although I think October is as good as it gets for conditions). Camping at Camp 4 is $5 a night, but again it's basic with no showers. To get a shower it's $5 and a free bus ride away, in Curry Village, but some unscrupulous types take there own towel and sneak in.