I have recently started climbing outdoors. As of June 2009 I’ve been to Jackson Falls and Cedar Bluff both in southern IL. I’ll try and post pictures of climbs here when I have them. There’s a lot of good resources already online for Jackson and other places in IL, so I’ll try and link those too.
Jackson directions and routes online.
Cedar Bluff directions and routes
Vertical Heartland, A Rock Climber’s Guide to Southern Illinois by Eric Ulner looks like the best resource for climbing in IL.
Cedar Bluff – Saturday May 30, we went to Cedar Bluff. I had never been there before. The directions found on the link above are right. Park by the church and hike up a short trail to the bluff. It was raining when we got there, but the first few climbs were dry. At the bluff we climbed:

Africa (left side, 5.8) and Detention (right side, 5.10a) at Cedar Bluff
Detention (5.10a lead, right where the trail meets the bluff)
Africa (5.8 top rope, directly next to Detention)
Fear of Flying (5.9, off-width crack, coming up from the trail go to the left)
Dos Equis (5.9+ lead, coming up the trail go to the right.)

Fear of Flying (5.9, off-width crack) at Cedar Bluff
Jackson Falls – Sunday, may 31 we drove to Jackson. I had been there once before but for the most part climbed new routes. This was the second day of lead climbing outside for me so we took it easy and did some great routes.
Yosemite Slab area – Fun routes, good to get going. Two out of the four of us had never climbed outdoors before, so this was a fun start.
Pete’s Lead (5.7, top rope)
Smidgin (5.6, lead)
Tina’s Soul Food Kitchen (5.7, lead)
Easy Gully (5.6, top rope)
Royal Arch wall – I had climbed here the one time I had been to Jackson before, and done one of the routes next to Deetle Dumps (maybe Archangel, 5.10a, or The Meanest Flower, 5.9)
Deetle Dumps (5.8, lead)
Wave Wall – This route was difficult, either I was tired from the previous day and other climbs or something, but doing Fine Nine really made me tired for the day.
Fine Nine (5.9+, lead, right side picture)

Pete's Lead (5.7, crack on left) and part of Smidgin (5.6 right side of the picture) at Jackson Falls

Fine Nine (5.9+) at Jackson Falls
Mr. Jimmy – A tall free standing boulder, the easy climb was fun and fairly long. The camera battery died before we got here, so there aren’t any pictures.
Big wall Greg’s Chicken Shack (5.6, lead)
Venom (5.10a, lead)