In reply to toby: Wrong forum ?
I live in same area, and there is nothing closer. Worth the trip for a weekend are Dartmoor, Gower, Peak. Portland evenings- if you leave Southampton at 5 you can get 2-3 hours in midsummer, but it is a drag. Calshot worth a visit for plastic antics- new wall section recently which adds interest. www.calshot.com
Sorry, that's it I'm afraid- anyone want to import some boulders to the New Forest?!