Vertical Endeavors is the climbing gym, it's in St Paul, there is a bouldering cave at Midwest Mountaineering, near downtown MPLS.
There is outdoor climbing at Taylors Falls, ~1hr away from the cities, that's TR/trad on good basalt, or Red Wing, also ~1hr away from the cities, that's sport on limestone/dolomite. Whereabouts in the cities will you be staying? I was out last weekend at Taylors and it was great. I might be available to do some climbing, though I may be out of town on the weekends. Let me know if you're interested.