In reply to J8mesb:
Market Harborough is surrounded by climbing walls. None are particularly close and they each take the same amount of time to get to.
Leicester: The Tower Climbing Centre: friendly with good routes; not huge but more climbing than you can actually manage; good for routes (shorter wall is equipped with about 13 top ropes, taller wall equipped with 4 top ropes plus about 15 leading sections); bouldering area is small but good. Not too expensive and no membership charge.
Coventry: Bear Rock at Warwick University: good for routes, both top rope and lead (though the lines are very close to each other so can sometimes feel sketchy or claustrophobic when it's busy); small bouldering room. A little more expensive and no membership charge.
Pinnacle: bigger and newer facility but very commercially-minded (I feel like I'm seen as a walking wallet rather than part of a climbing community), so loved by some and disliked by others. The most expensive plus annual membership fee.
There are also lots of local clubs. Check out the BMC Find a Club page
https://www.thebmc.co.uk/find-a-club
Nb. The club-finder map tells you where the club is registered, not where they actually meet. Searching on Google might be more help.
Good luck!