He is doing it because he knows he can, by making a big noise ,you all gave way to him, it means being firmer and meaning it so he gets the message ,consistency' nasty little word no one likes ...You have created the issue by allowing it in the first place , now the undoing comes .You can of course have the family bed , many do and it does work, whilst they are young ,.Its not very safe to allow him to wander round the house at night, he may fall, so what you do is decide which bed and where no choices you are the boss, and when he gets out/off take him back, firmly without too much talking he will do it again and again ,you will exhaustingly take him back, you can sit on a chair in the chosen room if you want to whilst he quietens down ,Once he knows you mean it this time it will work .Good luck