The rock climbing hub of Moab does not have a climbing gym, because it doesn't need one. Potash Road is a natural rock gym just outside of town. With a short drive, no membership fee, and quality climbing, there's never reason to pull on plastic in Moab.
The spot is just a short drive north of Moab. Cross the Colorado River on US-191, then turn left on UT-279/Potash Road. There are climbs for miles along this road, but the highest concentration of routes is only about 2 miles in. This is the section known as Wall Street, and it is popular among locals and visitors alike. Look for the parked cars and chalk on the wall; it's impossible to miss.
This is the ultimate in roadside climbing, with absolutely zero approach. You can quite literally belay from your car. Simply pull to the shoulder, rack up, and go. Because the shoulder isn't wide everywhere, it can be hard to find parking at the route you want, so you may have to walk a whole 100 yards to get back to it.
The routes range from 5.6 to 5.13, with the highest concentration in the 5.10 to 5.11 range. Most are trad climbs with bolted anchors that follow cracks, corners, and flakes. It's not quite the perfect splitters of Indian Creek, but it is quality climbing all its own. There are many sport routes as well, bolted to protect more novel lines that include easy slabs, tenuous face climbing, or burly roofs.
This is a notable historic site as well. As you pass Wall Street, look for a sign on the river side of the road that explains the Native American petroglyphs. There are etchings in the stone right by the road as well as carved holes that probably supported roof rafters long ago. People made their homes beneath these cliffs back when the gorge was a fertile floodplain.
Whether you are spending months in Moab or passing through en route to somewhere else, Potash Road is worth visiting. The climbing is good, and it just happens to be unbeatably convenient. Come here once for an hour-long session or return for days to work a project in Moab's outdoor rock gym.