You Guys.
Dragonfly: An important thing for you to consider before you decide which direction (club or individual) is, what is your demeanor towards learning climbing?
If you are a cautious individual who is process-oriented and social, go with the club
If you are itching to go climbing, quieter, maybe a bit of a loner, and are willing to trade some falls for speed of learning curve, find an experienced (climbing) partner to show you the ropes. Or go bouldering.
The gym experience is somewhere in the middle, tending towards the latter, but I still feel bad habits are learned in the gym.
My $.02, Erik