DS is 20 mo and he climbs on EVERYTHING. I can't take my eyes off him. DD climbed but she wasn't quite the daredevil that DS has become. If you have/had a climber, when did they stop?!?!?!
Some kids NEED to climb. Try to set up areas where he can safely climb to get that need fulfilled.
My cousin was a climber...she was damn good at it. I remember when she was about 2.5 she learned to climb the door frames...right to the top. Just scaled the frames...she was skilled at it, it didn't harm anything so they just let her climb.
She got more skilled, found more challenges and it was never really a problem. The main thing right now is ensuring he has safe places to climb until his skills catch up with him and he can go climb a tree on his own!
Is he a child that has a great sense of body spatial awareness? Some kids are just skilled and even at 20months can climb safely...other kids lack in this and end up on their heads all the time. If he is already intune with his body and the dangers of falling etc then you can worry less while trying to teach what is and isn't appropriate to climb.
My 17month old is very intune with her body and her surroundings. She quickly thinks things through and figures out how to use her body to master what she wants to scale. We don't worry about her too much...but we do enforce what is and isn't acceptable (which as you know is not easy). We just signed her up for toddler gymnastics with the expectation she will enjoy it, excel at it as it has challenges for her AND that she'll learn to master her body even more...and get the need to climb out of her system. Any chance your son could join such a class?