In reply to Rodrigo Motta:
Nuneaton, my home town. Not that much there for the climber to be honest, you will need to travel.
For indoor walls, you can head over to the The Tower on the edge of Leicester, The Bear Rock at the University of Warwick, Coventry and a whole host of walls in Birmingham.
There was an reasonably active mountaineering club in Hinckley, so it maybe worth dropping them an email to met up with some like minded individuals.
For outdoor climbing, there are some crags in Leicestershire, worth a visit in the evenings, during the summer months. For day trips you should be able to get up to the Peak District with ease.