A.,
My 2nd son was colicky too! He cried for his first year it seemed. I feel for you, but please don't let anyone make you feel you are doing anything wrong. Babies are all born with thier own personalities. I have 5 boys and son #2 was the only one who was like this! We carried him around all day, and slept with him at night too. It was just easier on everyone to do things that way. He just needed me to be very close, after a year things got much easier. The more mobile he became the less clingy he was, so things will get better!
I always thought of it this way. Even tho it was hard and frustrating at times, (not to mention exhausting) I always looked at it as an investment in his emotional well being. I was never one to let any baby "cry it out", if they wanted to be carried, or rocked, or nursed, or even to sleep with us, thats what we did. You only get one shot at doing it right, and that means listening to your gut and ignoring advice and comments that go against that! You will never regret that you did things your own way.
Sounds like you are a great mom and are doing a great job! Just rest assured this won't last forever! God bless.