In reply to ncf:
Stone farm is a few miles from gatwick and has some nice (if short) routes, and some limited but good bouldering.
It's a lovely spot with a nice view, and a great place to spend a couple of hours.
Don't expect a world class crag but it's be a good alternative to going indoors.
Also there's a good indoor bouldering wall about 40 minutes from gatwick called craggy Sutton.
As others have said swanage, Portland and the wye valley are three hours away, and the Peak District is four hours away.