I thought about it but never did it. I would if I needed to lose weight though, probably. I did go to the climbing gym, intensively, for about 2 years, and I got in real good shape and had a lot of fun, but that's ALL I was doing with my life. Then I stopped going because it was pretty expensive and time consuming and I wanted to do other things. I think I might start again this summer though, but maybe I'll try not to be so extreme.
Good for you if you commit to it, don't get discouraged or self-conscious, as someone said in the other thread about the same subject, no one will ever think badly of you because you're going to the gym, no matter what you look like.