Mine is always on his leash (unless we're at a dog park). I love him to pieces and I know he loves me, but I cna't trust that he won't just run away after another dog or something. I saw it happen when I was little w/ my mom's dog that she had for 15 years and it NEVER left her side. But one day we were out for a walk and he saw a dog across the street and ran over to it and a young kid was going a little too fast and didn't see the dog (he weighed less than 5 lbs), and he hit him. And the worst part was that the dog didn't even die instantly.. but i'll spare you the horrifying details.

JMO but I wouldn't take the chance that something could happen whether it be another dog attacking yours or a car.
BUT dog parks are a great place for them to be off leash and play and the best part is, they have other dogs to play with

mine just loves doggie parks