I want to go mountain climbing but how do I start?

this summer I would love to go rock climbing. Rock climbing has always been on my list of things I want to do (among other adventurous things, I went skydiving last summer). I know I'm physically fit enough to do it, I run,lift and do yoga on a daily basis. The problem is I can't seem to find a good program out there that doesn't cost thousands of dollars ( I just graduated from college and I don't have all that much, I do have a job/internship though). I'm from Ohio but of course I'm willing to travel, I figured I could get my feet wet and when I have enough money I could go out of the country and climb somewhere else. So does anyone know how I can get started (other then going to a wall which I have done dozens of times). I'm also looking for a spelunking place too if anyone knows where I might find a good website that would be awesome. Thanks!