Mine are trained not to run out the door but I don't want to risk it...they (excluding Mimi) have a very high prey drive, so if they see a crow strolling by (they really do! LOL) or a cat, I know they'll go after them.
We have a small animal x-pen covering the front door entrance. It's 15" high, so we can easily step over it. When it's walkies time, I just swing it open & they go through.