I use the constant EGT technique
Since I read one of PelPerch's articles, I've been using John's leaning technique.
Just after departing, I set the actual EGT as a target. As the plane climbs and the EGT goes down, I lean a bit to mantain EGT at the target.
I think there's no problem with climbing with cruise mixture, unless you are cruising at peak CHT mixture (around 50-75 ROP).
Above a certain altitude, my engine cannot be overheated at any mixture setting, I think, so I go as lean as possible. If the climb rate is not good enough, usually above 8000ft, I just increase the RPM (I fly an aspirated Bonanza).