Just southeast of Keystone is the small town of Montezuma. Along the road, there are a multitude of rocks and areas to go climbing in. Just take Montezuma Road out of River Run Village. Look for Independence Road about a mile outside of Keystone on the right hand side. There is a turnout across from the road that you can park at and then look for the large rock face just to the north. The trail is a bit tricky to find, just follow the slope up a ways (about 10-15 minutes. Here there are a few old bolts for sport routes, but you really should bring your own gear and possibly a guide to be on the safe side.
Now you are ready to climb on a popular, gorgeous rock face that will reward you with great views and a sense of accomplishment.