In reply to joshen:
You don't say where you are so it's hard to know how much support is available for setting up a new business locally but it'd be worth your while finding out. There may be grants and you may be able to get help researching and developing a sound business plan assuming one can be made, you'll struggle to access finance without one.
To me the actual building of the wall seems the least of the challenges, it's the business side of things that's much more daunting.
Questions I'd be asking myself:
Where can I get good, relevant advice and information?
What might a suitable property cost and are any available?
What are the lease options and the risks associated?
What might it cost to build including professional fees and a website?
What else might it cost to run: Finance, tax, rates, insurance, training, staff, maintain, advertise, accountancy, music licences, utilities etc etc?
What might it take from climbers in and out of season?
What might it make from other groups, schools, kids clubs etc?
How else might it make money, how much and what would you need to invest?
What are the risks?
How vulnerable would you be to competition?
Who will actually run it, are they willing to work antisocial hours?
Who will set and maintain it?
How can the plan be improved?
How can the plan be made less risky?
jk