The above answers are both completely correct. Less than a hundred years ago, phrasing the sentence that way was considered completely incorrect, and many older people in the English-speaking world will still correct people on this. I grew up with my grandmother (who was an English teacher) scolding me for "ending a sentence with a preposition." Today, however, it would be very rare to have someone correct you in speaking, and relatively uncommon to have them correct you in writing. The most likely to correct this "mistake" are people over the age of about 50 and teachers, especially picky college professors. XD

Your alternative is fine in 2014, though it is a phenomenon called "preposition stranding", which has been the subject of much debate over the years. See this interesting article for more explanatory information: http://en.m.wikipedia.org/wiki/Preposition_stranding#Preposition_stranding_in_English

yes you could say 'those of the society he lives in' a native English speaker might phrase it that way as well. You could even simply say 'those of his society' But the only difference in the first two is that 'the society he lives in' is a little more....I guess you could say casual? Someone would probably say that if they were speaking out loud or writing informally, whereas 'the society in which he lives' is a little more proper or formal. Either way is fine though, no one will have a problem with either and the meaning of both is the same :)