I ran around the massive wall surrounding the demon realm, and climbed one of the stone "vines" that ran from the ground to the top. It was one the side closest to the Vale of Ruin. I felt like Jack climbing the beanstalk.
Other places I've mastered climbing on are:
The very tall wall in the beginning area next to Simon.
To the top of the castle ruins in Talendor
Roof running in Fargrove. The view is awesome. I love being on top of Alester's place.
Climbing to the top of a natural stone pillar when being chased by large packs of wolves is also a good idea. Then you can safely pick them off with ranged attacks.
How good are your climbing skills? How many different places have you climbed?