I find climbing very useful, however, giving directions can be a bit of a problem when the landscape looks very similar in many spots.
I've taken the game's own world map (found in Dungeon Lords\maps\WorldMap.bmp) and plastered light blue, diamond shaped markers on it to show the climbing spots I found so far and that I managed to use with every character.
You could, if you are so inclined, make a backup of your game's own world map, and use this map to mark these spots on your worldmap.bmp to let the spots show up on your minimap. (You may want to use smaller blobs for marking your in-game map, the ones I used here are fairly large to show the places more easily as an overview.) See the included sample file for reference.
Feel free to add your own climbing spots and repost this map.
Note: The marker inside Fargrove is in the empty valley that you can reach if you climb down into where Fargrove would be, it's the way out again.