yep i have been. My home is about 30 minutes north.
So not a lot of climbing to do locally, check out Allamuchy State Park. It has a few things. If you can make the gunks do it, its really not that far and totally worth it. If you can make the Deleware water gap thats a good option too, probably a little warmer than New Paltz. Otherwise your looking at a Gym.