Diablo Canyon is the closest climbing area to Santa Fe [1], a set of two facing cliffs with more than 70 bolted routes and a number of traditional routes, ranging in difficulty from 5.8 to 5.13, with most rated 5.10. The longest one stretches 300 feet. Sun exposure on the cliffs is such that you should be able to find a comfortable spot to climb at any time of day, from early spring through the fall. Farther back is the Grotto, a slot canyon that’s shaded most of the day—great during the hottest part of the summer. Be careful, though, as the basalt is loose in spots, particularly on the south-facing cliffs—you must wear a helmet because rock fall is very common.
If you want to polish your skills before you tackle the crags, head to Santa Fe Climbing Center (825 Early St., 505/986-8944), where you can play around alone on the walls ($13 for a day pass) or sign up for a guided group trip to a nearby climbing site (starting at $70 for half a day).
Links:
[1] http://www.moon.com/destinations/santa-fe-taos-albuquerque/santa-fe