I bet only half pot on flop because I didn't want to chase away weaker hands and draws. I was intending on getting more value. Should I have bet more on the turn? Is this an easy fold on river? Should I have just bet more on flop and shut down then hand then?

Full Tilt No-Limit Hold'em, $0.02 BB (8 handed) - Full Tilt Converter Tool from FlopTurnRiver.com

Button ($2.68)
SB ($2)
BB ($2.03)
UTG ($2.36)
Hero (UTG+1) ($1.89)
MP1 ($4.27)
MP2 ($2)
CO ($1.13)

Preflop: Hero is UTG+1 with 9, 9
1 fold, Hero bets $0.06, 2 folds, CO calls $0.06, 3 folds

Flop: ($0.15) A, 2, 9 (2 players)
Hero bets $0.08, CO calls $0.08

Turn: ($0.31) J (2 players)
Hero bets $0.22, CO calls $0.22

River: ($0.75) K (2 players)
Hero checks, CO bets $0.26, Hero calls $0.26

Total pot: $1.27 | Rake: $0.08

When you flop a set your first thought should be "What is the best way to get all my chips in the pot?" and a small bet on the flop is not helping this.

With an Ace on board your opponent is either coming along or folding, you're not going to "lure" a weaker hand in with a smaller bet. My line would be: I bet $.10-$.12 on the flop, full pot on the turn, and shove the river.

As it played out I like the check call on the river

No I think you just call at that point. I was just explaining what my intentions/plan for the hand would be on the flop --as things come up you have to be able to adjuston the fly.