Not knowing what the lies were during the school year or regarding friends, it's hard to tell what's going on now, over the summer.
I think you need to delve into WHY he lies and you need to be prepared for some tough truths that you may not like at all. There is a chance that his lies are partly because you don't choose battles or make everything too strict. (But read on.)
If you are extremely strict about many little things, he may be lying because he just figures it makes his life easier and because he also is scared that even a small infraction on his part will get him into huge trouble. Again, hard to answer here, because we don't know how strict you are or aren't. Some kids lie for fun; some lie out of fear of their parents; some lie because they want to do the forbidden thing so badly they would rather take the chance of being caught in the lie than not do the forbidden thing.
Consider some sessions with a family counselor for you (and husband if he's in the picture) and your son. You really need to find out why he is lying. The lying indicates he is either afraid of you and your reactions or so wrapped up in himself that he has zero concern for danger or consequences; either one is a bad thing and needs some serious work before he is in middle school. If he will not communicate with you now, you must get the communication happening before then or the problems will be much more serious. Please get a referral to a good family counselor who is used to working with kids his age.
Regarding the iPod: That sounds like it could have been 9-year-old forgetfulness. Was he fully aware it was banned at camp? Did you ban it or did the camp? Was this all made clear to him or was it more assumed that he knew? If he was told days earlier "no iPod at camp," he may simply have blanked that out. Kids this age do that. Not an excuse but an explanation.
Regarding the lake: You do know that two girls ages 10 and 12 are missing after biking to a local lake in their area, right? And have not yet been found after many days? Not your area, but still, it shows that kids just should not be out alone like this. So the lake thing is much more serious. I would have told him that if you cannot trust him to stay where he needs to be, you can no longer trust him to be outside on his own, and rather than grounding him I would have taken away his privilege to bike outside alone or to go to others' houses alone -- I would have said, "I or your dad must be outside and withiin sight of you if you are biking; and if you want to go anywhere, even across the street, we will walk you there and pick you up again at an appointed time." And I'd have done that for months, not days. Sorry, nine is too young to be running around the street, even a dead-end dirt road, on his own, because he showed you could not yet trust his maturity.
Regarding the food: Why couldn't he eat there? If it's a food allergy or other serious safety issue, he needs to be educated about WHY he can't eat whatever, wherever, or he will never learn how to protect himself. If it was because he might spoil his dinner that night, that's different. Which is it? He's nine. Did the other kid's mom know he wasn't to eat there? I would have called her and just given her a nice heads-up: "Johnny shouldn't eat while he's there--some crackers and juice or milk is fiine but if he wants a hot dog or more, please tell him no. Thanks."
Regarding the money: If you are 100 percent certain you had that money in console (you didn't spend it recently and forget to replenish it?), I would sit him down very calmly without yelling or accusing and ask him about it. Tell him that you are not going to "go off" on him no matter what the answer and that when he replies you and he will talk about what happens next. If he took it, ask him what HE thinks you should do next. If he shrugs or says "I don't know," ask him how he would feel if someone took his (favorite thing X) and kept it. Then you will need to figure out a discipline that teaches--like having him repay every cent over time by doing chores like scrubbing toilets etc. Don't rub his nose in how yucky the work is, just say "It's work that must be done and you are doing it to benefit us all." I would also possibly see if an off-duty cop could talk to him about stealing and the consequences because I'd be concerned that if he did take the money from you, next time it might be something from a store he wants.
If you tend to yell at him when he lies now -- stop. Sometimes kids stop hearing us when we yell. Being very cold, dropping the voice almost to a whisper, turning away and saying calmly, "I am so disappointed in you and so upset right now that I cannot talk about this so I am going to be back later" can often get a kid's attention better than yelling.
Also, when you ground him, what does that mean? Does he just stay home? If he does not also lose privileges like computer, TV time, games, toys, etc., then grounding means very little. If he gets to stay home or in his room with access to TV, games, contact with friends via phone or e-mail etc.--he's just having a "staycation." Be sure groundings have real teeth.
And please -- see a family counselor who can talk to ALL of you and help figure out why he will not communicate with you and why he does not ask for what he wants but takes it.