Ramius, I think everyone has pretty much covered the topics:
Yes, it's great living here, and you would probably fit in well.
Look at the different towns/areas carefully for the best fit.
One thing...rock climbing is taking off here as well. There is a club even:
The Triangle Rock Club | zspotblog (http://zspotblog.com/?p=2043 - broken link)
As for sites, most of them in the Raleigh area are indoor. You would need to go to Pilot Mountain (one poster mentioned near Winston-Salem) for the closest outdoor experience.
Rockclimbing.com in Pilot Mountain, Central - Rockclimbing.com
Next best choices, I agree, are in the mountains...Asheville, Pisgah National Forest...at least a 3-5 hr drive.
But hey, 3 out of your 4 isn't bad, is it?