I leave my two locked in my bedroom... this way I only have one room to scan to ensure there is nothing dangerous around. I have a platform bed, so it is very low to the ground so jumping isnt an issue... there is also a chair in the room that they can get on, plus their crate is in their and at least one bed of theirs down at all times... they also have their toy box, water, and wee wee pads available to them in there.
The room is pretty big giving them plenty of room to run, they have everything they need, and I know the cat wont be tormented,
Mine have always gotten out of ex pens in no time... if you are going to try that route, get a lid!