Deep frying is certainly an easier way to get things crispy, but there are things you can do to get crispy batter without it.
First off is the bread crumbs. Ideally the bread should be relatively stale and therefore dry. If you blitz your own breadcrumbs, leave them out for a few hours to thoroughly dry out before you pane. You can also try using panko, which are pre-packed Japanese breadcrumbs that are very crispy. You can usually find them in supermarkets these days.
The other thing you can do is double-crumb the chicken, so flour, egg, breadcrumbs, egg, breadcrumbs. This double layer of crumb should make for a really crunchy crust.
Finally, you can pseudo-deep fry using a wok. Rather than a full pan of hot oil, just put an inch of oil in a wok and fry in that: safer and less waste. A good way of knowing when the oil is hot enough is to use a wooden chopstick. Simply put the tip into the oil and if bubbles immediately gather around it, the oil's hot enough.
Set your oven to about 120 degrees F/50 degrees C, pop a plate with some kitchen paper on it in there, and fry in batches, placing the chicken on the plate while do you the rest.
If you use this method, you could try a tempura style batter. Take 100ml of chilled soda water and mix with 140g of self-raising flour and mix well. Dust your chicken with cornflour (cornstarch), then into the batter and straight into the oil. Turn a few times to ensure even cooking - when the batter is a nice golden brown it should be done, about 5-6 minutes.