In reply to Flinticus:
Seriously, as much as you want to spend!
Renting an industrial building for a bouldering only wall as a self build wouldn't cost much at all (in business setting up terms - not pocket money).
A big old building like a lot of climbing walls end up in, churches etc. have the problems of big old buildings, so you have to deal with them, tweak them to make them suitable shapes then install a wall, before staffing it.
£100k for a building and £400k for top quality work could leave you with a cracking facility, the main issue is finding the time to get it done!
Lottery funding and everything is not as onerous to break into as a lot of folk think, give it a go