my daughter was a climber as well, but we kept her contained in one room. we had one of those superyard gates in our living room and put it so it went around the couch, so she had access to the couch and a pretty big area to play, and then I didn't have to worry about what trouble she was getting into if I left the room. as she got older, we made the space larger by buying baby gates to keep her away from the kitchen, dining room and stairs.
I like the idea of putting a small climber/slide in the house... you can find them on craigslist for pretty cheap!
another thing I did when my daughter started climbing out of the crib, was put her to bed in pants that weren't very stretchy, so she couldn't get her leg up. you didn't mention a problem with this yet, but if she's a climber, I'm sure it's coming! haha!
good luck!