This is what worked for us. You said you went from co-sleeping to baby in his own bed in his own room. Seems like quite a HUGE jump. Maybe baby steps on this would be more appropriate - no pun intended. :-) My son never slept well in his own room...so we moved his crib into our bedroom. And we have a small bedroom and it is tight, but well worth the sleep. My son is a big boy, so having me and my husband, the dog and the baby got extremely overcrowded!! However, having him in his on room got tiring getting up and down.
When we moved the crib into our room, he started sleeping better within about 2 weeks. If he did wake up, my husband would get up and lay him back down - and repeatedly lay him back down until he got sick of being pushed back down and just fell asleep. Sometimes he would cry and get mad, but persistence paid off. And he was not in a room by himself "crying -it-out". Having my husband do this really helped - he knew he could sucker momma into letting him into our bed. One night my son woke up, stood up, and started whining and we both just kinda ignored him. He kept on, so my husband raised up and said "Caleb lay back down its night time". He knew we weren't gonna get up and get him out of his crib, so he grunted at my husband, then we heard the thump of him throwing himself back down in the crib. Then we never heard anything else out of him until morning. We both very quitely laughed and went back to sleep. (I love the personality of my son!)
Anyway, my son slept 10 hours straight last night. He knows that he is safe, near us, and there is no reason to worry. If he wakes up, we are right there, but hes not in our bed kicking us in the head at night! I'm not telling you to follow this advise exactly, but maybe you can move him a little more slowly somehow. I have to tell you that I really don't think crying it out is necessary. As I told someone else, parenting is a time for creativity! If hes like my son, crying just makes him more mad and awake, therefore he sleeps less.
I hope you find something that works for you. A tired grumpy baby is no fun and goes to sleep even harder! Good luck!