One last piece of advice. No matter what pen you use, do not and I mean DO NOT pick up your pup or put your put in over the railing. You'll pretty much be teaching him/her which way the escape route is. If your pup is a smarty pants and figures it out on his/her own well then what can I say other than what a smart puppy!
Always use the gate. It taught my Kaji that the only acceptable way in or out was through that gate and he would wait patiently until I invited him out and I had no escape problems.