I believe that to some degree this depends on the dog. Some dogs are naturally more adventurous, and they usually become more so if they get a chance to go free - they realize how much fun it is not to be attached to a human all the time.
I agree with the posters who say to make recall a game. Ideally, your dog will always think there's a great reason to come back to you -- praise, great treats, some petting, etc. My baby and I practice this regularly and it's great fun. He usually runs in a giant circle around me and gets a treat when he returns. However, if he finds something to eat in the grass, or he approaches someone he shouldn't, I call him back. Then he really sprints, because he knows he gets an even bigger treat if I call his name.
Some people go so far as to say you should never call your dog to you for an unpleasant task, so if you are grooming, go get him, rather than call him.
I also agree with posters not to run after your dog, because he's likely to think you're playing.
I don't know if it's practical to keep a dog on lead ALL the time -- if we're playing fetch, my dog can be up to fifty feet away from me. However, he's pretty much on lead anytime we're not in a park. Even in the car he's leashed. If I didn't leash him, he would insist on sitting in my lap while I drive.
