T.Z.
I think for the wild parts of his behavior, it sounds like he needs an outlet for a lot of energy. Even if you don't have a playground to take him to, he might benefit from some nice long walks outside. Let him stop to explore and experiment. I think that the climbing is just a natural part of him exploring what his body can do and it's not something that he will give up on easily. It would be better to find some things that he can climb on. He may really benefit from something like a toddler gymnastics class.
As for the head butting, what I did with my daughter was to walk away when she hurt me. I would say something like, 'That hurts. I don't want to be with you when you hurt me.' I'd let her get upset and then ask her if she wanted to be nice so that I could play with her again.
Another thought that comes to mind is that my daughters behavior gets really crazy if she feels like she hasn't been getting enough of my attention. She'll do things that she knows always get a reaction, like pulling the cat's tail. Alex may just be saying that he wants you to play with him in the only way that he knows how.