First of all, good for you for choosing natural and being so in tune with your baby. I applaud your choices!
We co-slept/exclusively breastfed with all three of ours (our youngest turns 3 on Monday and is still in our bed) and I hear what you're saying! I never, ever did cry-it-out, either. Listening to your baby begging for you is hard for a reason. So again, good for you!
We tried various things for naps. We did monitors and pillows around the baby, and on the floor. I got one of those bed rails and put that up on the side I put the baby to sleep on. We tried the crib with the first two, but it never really worked out for us. We got rid of it. I used a sling, which worked great. I've heard of moms having the patience to make the crib a safer place by spending awake time there, by staying right with the baby for hours until she or he fell asleep. He'll sleep there if he feels safe. It just seems like so much work. The most natural thing is to nurse your baby to sleep (which is why they get sleepy when they're nursing--it's crazy to try to go against nature! It makes it so much harder!) and either keep him with you or be close by in case he rolls. I know it seems like it will never end, but before you know it, he'll be jumping off the bed and yelling "Mommy!" This time is incredibly short and you'll find just the right solution for you!
My three kids are delightful and well-adjusted and LOVE to sleep. We have never had a problem with sleep. You are doing it just right for your family. Good luck, and keep up the good stuff!