Our volumes are made from 18mm plywood and have a textured coating on them.
They come in white, so you can paint them to match your walls colour scheme, or leave them as they are.

You can drill them to add extra T nut placements, if required. 
The small ones can be screwed on to the bigger ones. Piggy backing them so you can make some really interesting problems or just add some screw on holds to them to make some powerful moves