Hi R.,
I'm sure others have said these things, and maybe this is just reinforcement...
My now 3-year-old was a TERRIBLE sleeper until he was about 19 months old and I was a month away from giving birth to baby #2. We finally had to let him cry and scream and it was awful, but now he sleeps through the night. He too, slept in our bed most of the time and we just had to cut him off, mainly because I was pregnant and couldn't handle the thought of having two little guys waking up all night long. (When would I sleep???) I know it is hard, trust me. But it feels really good to get a full night sleep - for weeks or months in a row. You'll be able to give him more of you during the day because you'll be more rested, not to mention you won't be bitter that he kept you up all night (like I started to be).
If you are feeling really guilty at first, I did too. We started by giving him no milk/bottle/nursing during the night, just like you did. If he cried we'd hold him or snuggle with him. After a few weeks of no milk and all that, we changed to no holding, just a kiss or a rub on the back or something to assure him that we are here and we love him and then back to our own beds. After a few weeks of that, it was no response at all...I truly think if you give them no reason to wake up at night (nothing to look forward too like a snuggle or a bottle or nursing) then they'll realize that sleeping is the most favorable option.
Good luck!!!