Do you let your birds out of their cage?

When I had birds, I would let them out of their cages periodically throughout the week. I never had any issues with them flying away because they were so used to having the freedom to roam the house. It wasn't a big deal at all. They normally enjoyed being perched on my shoulder as I walked around the house. I'm sure if I had open windows or brought them outside of the home, they would have flew away or given me some sort of problem. Luckily, they enjoyed their time outside of the cage and were fairly intelligent.