How high are your door handles? If you shut the door (with monitor on to hear him!) will that keep him in?
Even if he can get out, what he wants is to find you. Providing he knows the house and your room is on the same floor as his, it should be fine!
We don't have stair gates either - and had to move DD out of her cot unexpectedly over Christmas when she started throwing herself over the bars! And for the first few nights she hated it if we shut her door 
The first few nights were pretty hellish - put her back into bed a lot of times (probably not as many as appervine!) but it was better within a week. Now I think she really likes it: she's been sleeping later than usual in the mornings (hallelujah!) and each morning she tells me proudly ' sleep bed' 