I think always remember they are terriers first and foremost. So do not set them up for failure. Jackson is very well trained, but I don't think I'd ever let him off leash in a highly wooded area where there may be lots of squirrels, smells, etc. And of course no roads etc. I only allow him off leash at certain types of beaches, and sometimes at my moms house or dads house which has lots of land and no close roads. He is pretty apt to stick by, but if there is something more interesting, he will not hesitate to venture off so I still never fully trust him.
I start with a 50ft long leash (I got one at petsmart pretty cheap) and work on recall a LOT... let them explore, long distances as if they're off leash, and then use the best treats and call him back to me, then let him go play again. He learns that I am always a source of good and don't call him and then immediately leash him up to leave or go inside.
There is a couple good youtube videos on this:
user pamelamarxsen has a lot of recall videos, here is one
Zakgeorge21 as well
Check out kikopup as well. Great training videos.