Climbing is a usefull skill and there are opportunities all over the Disc to practise it. Climbing is broken down into rope, rock, and tree.
The Five Ways Tower offers an opportunity to pactise your rope climbing skills.
The Drum has some good TM possibilities The Asassin's guild wall near the post office is a great wall (and possibly deadly if you fall).
Many opportunities present themselves in the thieves' guild gardens. The trees next to the AGM office are easier than the ones by the GM's office.