In reply to odari:
Here are some numbers for a DIY approach from my experience.
My wall is free standing.
4m tall. A bit more what 4m width.
Plywood construction.
Rough cost from memory.
Timber - £1000 (Inc plywood, which I think was £300).
Holds - £500 (I could easily spend more here)
Sealing and floor paints - £300
Fixings - £300 (so my screws and t-bolts)
Roof - £200 - cheap corrugated plastic thing.
So that's £2300 for materials only. Hopefully I've rounded up on a few things there as it seems pricy all added up.
It's been built a few years now and holding up to the weather really well. It has a few interesting faces, overhangs at different angles etc.
But.
I've probably spent more time at the climbing gym than on my wall.
You get a bit bored of it and fed up of changing the routes.
There's also the issue with it being right there so you can always use it later, which becomes tomorrow which becomes next week, etc
Then there's weather. The gym is just a nicer place to be.
When I climb elsewhere I plan it. Therefore I'm damn well going to go.
Others may have different experiences but this was my unexpected experience.