I work down that way a bit.
I spent a while looking into walls that come up on the UKC Directory, and it seems that all the closest walls are in sports centres that either have a £10 a year membership fee on top of the cost for a session, or a compulsary induction with a qualified instructor (again, £££).
Amersham was the only wall in the area that didn't need this faff, but it's small and not that good.
Reading is probably the best bet if you can face the traffic