We have a coop & run, but the door to the outside is always open. I hang a feeder & waterer in the run, but they only use them when its too cold or icky outside. During the summer, I've got water dishes scattered everywhere - the dog's water dish, up by the house, out near the garden, & in the run, so they always have quick access to drinking water. Now, with winter, they've only got the heated dog-water dish & our dripping outside faucet for water. The only time I lock them up is when its really cold & I want to keep the heat in their coop as much as possible, but if I'm not out there before dawn, they start screaming
I have had problems with the neighbor's dog. I live in town, so not too much with the other predators, although we did have a pair of rather large hawks eyeing my birds
Fortunately, the husband scared those guys away & I haven't seen them since.
The other "bad" part of having them loose in the yard is I've got little piles of birdy poop EVERYWHERE! They particularly like to leave it right on the porch next to the door so I step in it as I'm either coming or going.
But if I locked them up, I'd have to clean out a poopy run every few days.... so its kind of a wash.
I also have issues with them laying places other than the nest box, but usually those are obvious nests - in tall grass, in the compost pile, or in a fence corner. It's always a fun "Easter Egg Hunt" every evening
I couldn't keep my birds locked up, I'd feel too bad for them