My climbing wall took one weekend to build and costs around £300 and half off that was spent on hand holds.
There are lots of online resources for building a climbing wall the following links I have used myself while building my wall:
Also there are some other instructables you can use:
Step 1: Find a Space
Most home climbing walls are built in the garage but as there wasn't enough room in my garage I decided to build it in the house. I chose a room downstairs with plenty of room and a tall ceiling (anything around 10' is good); avoid using a upstairs room as this may put strain on your ceiling when you fall. You could build a wall outdoors if you don't have any space inside but you wont be able to use it all year and the wall gets damaged by the weather and changes in temperature.
Step 2: Model
Firstly I took measurements of my site so I knew how much space I had; 2500mm x 3300mm hxw (10' x11').
Then I used google sketchup to make my 3D model its free to download and easy to use if your cumputer smart (download it here http://sketchup.google.com/download/ ). If your not good with computers I advise making a 3d model with card (a good scale to use is 1"=1').
Step 3: Shop
18mm Plywood* x 606mm x 1220mm at £34.98
18mm Plywood* x 2440mm x 1220mm at £19.98
8 x timber beams 38mm x 63mm x 2.4m at £1.94 each
3 x hooks at £3.83 each
4 x 50mm wood screws x 200
5 x 100mm wood screws x 100 total cost of screws was £16.82
4 x corner bracket at £3.08 for packet of 4
polypropene rope 8mm 30m long at £8.78
40 climbing holds including all fittings needed at £130
Garage floor paint
*sterling board could be used for a cheaper alternative than plywood
Step 4: Build Frame
Cut beams to length. I cut my beams to fit the size of the plywood
4x 2364mm for the large frame
4x 530mm for the smaller frame
4x 1220 for both frames
2Clamp into place
Screw beams together with two screws at each end
Screw plywood to frame
drill pilot holes first with the power drill, i used a 3mm drill bit which worked fine for my screws,
Step 5: Paint
Plug t-nuts with cling film or golf tees to stop them clogging with paint. Then paint with primer first and wait till dry. Mix sand in with paint in ratio 1:4 (sand:paint) and paint using a roller making sure to constantly mix the paint as the sand sinks to the bottom very quickly. I also sprinkled sand onto to the surface from above using a sieve and went over it with the roller. It is advised to use fine sand but I didn'to have any available so I used building sand which works well. I used garage floor paint other paints you can use are; textured paints like sandtex and concrete floor paint. You can buy special friction paint designed for climbing walls but this can be expensive and hard to find.
Step 6: Attach to Wall
I cut four beams to roughly 60cm and drilled pilot holes into them and contersinked the holes then I screwed them onto my smaller frame. Then I propeped the frame up against the wall where it would be and marked out where I needed to drill holes into the wall then using a masonry drill bit i drilled 12 holes into the wall and placed 5mm plastic anchors into the holes. Then I screwed the fame to the wall using 100mm screws. I then screwed on the hinges scewing them onto the large frame first.