Trevor beat me to that answer
Trevor is about the best person to talk about climbing around Durban. But there is definitely good climbing in the area, Monteseel has some really good trad climbing (see http://kzn.mcsa.org.za/climbing/route-g ... ar-eastern
). There is sport climbing around (but I personally don't see much point in sport climbing - so I don't know).
If you are a fan of mountains in general, when you are in SA you must head to the Drakensberg mountains, not so much for climbing (as the rock is ugly and crumbly). But it is really worth a visit. Tons of awesome worthwhile day hikes you can do, and the closest reserves are within a 2 hour drive of Durban.