Penny is microchipped, wears a collar all the time except for when she's in her crate, and is walked on a harness.  She has managed to get away from us twice so far, and she's not even two yet-- she's uncommonly naughty and a very strong little girl, and if she catches the scent of a rabbit or a mole or gosh knows what, she'll run for hours.  I once had to enlist at least a dozen of my neighbors with their dogs (to lure her in!) and hot dog slices (to distract her while we snuck up on her) to recapture her after she managed to break her harness and take off running.  So we have a plan, a back-up plan, and a back-up to the back-up plan.