Unlucky...
I grew up just down the road and don't ever plan on going back (other than to visit, obviously!).
The closest decent wall that I know of is up in Cambridge and isn't terrible.
The closest terrible wall that I know of is down at Hertford Uni and probably isn't worth the trip, unless it's improved dramatically in the last few years.
Train in to London? Takes 25(ish) minutes to get to Kings Cross on a fast service. A 10 minute tube trip and a 10 minute walk and you'll be able to drop a week's wages on one trip to the Castle...
Take a mountain bike with you? Still not many options, but there are at least some woods to play in.
Or just hang out in the Holywood Bowl games arcade with the Stevenage youth.