Spent many miserable winters in the caves at Symonds Yat (probably the same distance depending on where you are in London). There are caves ranging from 10 to 50 feet high of dry pocketed limestone. Bit gloomy mind but no worse than those mentioned above.
Its not really that esoteric.. used for years and well developed plus there are now sports routes on the viaduct as well as the rain sheltered trad. Another benefit of New Mills is that in the winter months it is often climbable when all the hills are in clag.