My 2 kitties love to get out as well. Thor is 4 years old and he does get to go out and play when I go out with him. He doesn't run away, he stays with me, but that isn't the case with my lil' girl,Belle. She is 1 and she does the same thing..tries to jet outside whenever she sees a chance. We are just very cautious when opening the door if she's around. We usually scoot her away with our foot. My husband and I take her out in our arms and she is very content like that..but once she starts to squirm..in the house she goes. We wouldn't ever let her out free like Thor b/c she's proven she can't do that. Belle runs around the other building next to us, so we have to chase her around other peoples homes With Thor, he squawks to get out and won't stop sometimes b/c he gets a tatste and wants more. ...so he gets put in the basement for a few minutes until he calms down
The treat idea definately works...keeps them busy while you try to leave.
I open the windows(in the summer) everyday for them both...they don't pick at the screens which makes it good.

Good luck.