Roaming 9 month old

DD will only sleep in our bed, including naps. She used to wake up and cry for me to come and get her. Now, she has started crawling down off the bed and pushing the door open and coming to look for me. We have a small house, one floor, and she usually makes some sound that alerts me to the fact that she is up. But not right away - I often find her in the hall, the playroom (which is next to our bedroom), etc.

So, I'm worried about her wandering around the house totally unsupervised like this. I'm afraid she'll get braver and start going off to amuse herself without coming to find me first. I could shut the door to our room but then I can't hear her unless she's being really loud. I could put a baby gate up un the doorway but then I can't close the door to the room and I have a loud 3 yr. old. (What I do now is mostly close it but still leave it open a bit.)

And besides, while I am worried she'll get into trouble, I also on the other hand kind of like it that she'll just get up by herself instead of having to cry for me to get her.

What do you think?