Jack and Sunny like to go out at night, though my dad built them a little house big enough for the both of them and they sleep in there when they're outside, when they've finished pottering around the garden and the like.
It has a felt roof, and a raised floor (so it doesn't get wet) and has carpet inside with lots of blankets. So they are dry and comfortable. I don't work so they're both in with me in the day most of the time, sunny usually sleeps upstairs on the bed, or occasionally in her igloo. Jack is usually with me, as he's my shadow he never leaves me and is next to me no matter what I'm doing during the day. When I have to go out, they both usually stay in, though now the nice weather is coming, they're starting to go outside and lie in the sun.
Sunny in particular loves their little house and actually asks to go out sometimes and goes in there to sleep! I think she likes being outside but likes the fact that she's sheltered and can hide whilst still getting some fresh air.

This is the house below: