First of all, I don't think that you have to rock him to get him to lay back down. If your son wants to crawl around his crib, let him crawl around it. The worst thing that happens is he gets a foot or hand "stuck". If the crib is lowered (like it should be), then he can't fall out (unless he is insanely tall for 9 months old), plus babies are much more resilient than we give them credit for. My suggestion is once you put him down, let him be. If he is upset and crying, check on him, otherwise, he will crawl for a bit and then fall asleep when he is ready.
As for your second question. If you are not against the cry it out method, I suggest that. At 9 1/2 months there is no nutritional need for him to be up once during the night let alone 2-3 times. By 4 1/2 months old my son was sleeping through the night. It took all of 3 nights of him crying to realize that nighttime feedings were done. It worked wonders for us (he is still an amazingly good sleeper), and if you aren't opposed to it, I think it would help you too! If he wakes up in the middle of the night and is content, let him be, and unless you want to be co-sleeping (which is fine, I just don't know your thoughts on that), I would NOT let him in bed with you. It will become a habit that he will look for and will be VERY hard to break. Good luck!