Well it's not so much that they SHOULD climb Tyler. It just seems that some of them do like to climb when they have the opportunity and it's good exercise. A lot of people keep Corns very well without any climbing equipment, so I think it's a "nice to have" rather than a necessity.
If you want to give them something to climb on, you can buy plastic foliage and vines from most reptile suppliers. If you want to go out and find your own, then you can use some types of wood safely. Fruit wood is usually OK and any kind of slow-growing hardwood e.g. oak or beech. Ones to avoid are the resinous softwoods like pine or cedar, as they give off fumes that are toxic to reptiles. Can anyone think of things I've missed?
When you've found a suitable branch, you'll need to make sure any bugs are cleared out before you use it. If it's small enough, you can bake it in the oven. Larger branches can be soaked in a disinfectant solution. I've not done this myself (too lazy - always buy pre-prepared from the reptile shop!), so someone else might have to pick up on the details if you're interested. If you do a search on the forum, you should throw up more info.