Also, depending on where you are, you might have access to university resources (a LOT of colleges have climbing walls now) or public resources (minnaway climbs at a gym owned by the local parks department, IIRC).

And I gave up my "regular" health club membership to join my climbing gym, because it has a full weights room setup, yoga classes, aerobic machines, and even free Crossfit classes (although I'm too wimpy to join those). The only thing it doesn't have is a sauna or jacuzzi (sigh).