It’s been said that Minnesota [1] has the best rock climbing between Seneca and Boulder. The four main climbing areas are perpetually busy Interstate State Park [2], sometimes-empty Blue Mounds State Park, extensively bolted Barn Bluff [3], and the endlessly varied North Shore [4], which includes some spectacular sea cliffs at Tettegouche State Park [5] (please respect the decades-old no-chalk/no-bolts tradition).
Climbers in state parks must get a free permit from the office before going up. The only current statewide climbing guidebook out there is the invaluable Rock Climbing Minnesota and Wisconsin by Mike Farris.
Links:
[1] http://www.moon.com/destinations/minnesota
[2] http://www.moon.com/destinations/minnesota/st-croix-valley/the-upper-st-croix/interstate-state-park
[3] http://www.moon.com/destinations/minnesota/bluff-country/great-river-road/red-wing/sights
[4] http://www.moon.com/destinations/minnesota/the-arrowhead/north-shore
[5] http://www.moon.com/destinations/minnesota/the-arrowhead/north-shore/tettegouche-state-park