Rock climbing is great. Good for muscle training. I think my daughter got known for being strong, kept getting challenged in arm wrestling, and remained undefeated in elementary school (even against boys). When I asked how, she told me she probably got pretty strong from rock climbing. It's easy on the wallet as well. Aside from the class fees, the only equipment are the harness (which is a 1 time buyout) and climbing shoes (which she outgrows every year and a half or so).

Let your son try it out and borrow/rent the equipment first. You can think about buying the equipment if he really likes it.