Our outdoor cat run is the entire (tiny) backyard, fenced in by PurrFect Fence. It is without question the BEST thing I have done for my kitties and worth every penny. I installed a cat door in one of the windows facing the back yard, so they can come and go as they please, even when we're not home. (Not now in the winter in Wisconsin when it's 20 below though - too much of a draft). Here's a link to the PurrFect Fence website where you can read my testimonial (in the Northern region, the "Tom and Shari from Wisconsin" one.)
Truthfully, my husband was against spending the money and was full of negative possibilities, but I whined and complained for 2 years until he told me to shut up and just get it already. :D The kitties have NEVER escaped, either above, below, or through, and the best part is that it keeps other neighborhood creatures out of the yard, greatly reducing the chance of fleas, fights, or diseases. (The squirrels are the only ones who can still get in, via the trees, but they stay FAR away from the kitties.)