I would say that I haven't found a big enough con to free-ranging to discourage me from doing it. Now, Dad would say that keeping them off the patio and out of the immediate backyard is the worst thing. If there is somewhere that you don't want them to go, they will go there, and if there's somewhere that you do want them to go, they will refuse it. "Sharing feed" with the sparrow is another con. They eat the feed and poop in it, and they brought mites to our flock;we have still not completely gotten rid of them. We got feeders that open when the chicken steps on the treadle, and close when they leave, they were gone within 3 days. It was amazing. They did come back this winter, but not nearly as bad as before. We shoot them with BB guns whenever we get the chance, and the occasional hit keeps the population down.
Honestly, we don't do much as far as safety is concerned. I can confidently say that God keeps my chickens safe; we have only lost four to predators - the first 2 to the nieghbors dogs, and the other 2 to most likely foxes. Only a couple of them will go all the way to the back of our 5 acres, we are surrounded by people who own dogs and have a great pyrenees ourselves. As she has matured she has become a great guardian, but that isn't her sole purpose. If we are going to be gone for more than a coupe of hours, we lock them in their run, but when we don't, God has kept them safe.
Well.... laying in the coop isn't nescisarily one of the flock's strong points... there are a couple girls that are lower on the pecking order who will try to lay outside, but whenever we find their nest, they quit and start laying in the coop. They have plenty of nestboxes inside the coop, and I have more than one story of me trying to settle disputes about who gets the favorite box . Sometimes I will leave eggs in the boxes; they seem to prefer sitting on an egg.
When I am adding younger birds to the flock, I will typically let them free-range with the established flock for about a week before making them sleep in the coop. Once it is totally dark outside, I take them out of whatever place they are used to sleeping in (brooder, mini-coop, etc.), and put them on the roost next to some of the more gentle chickens. They will try to go back to the place they are used to sleeping for about a week, but as long as we consistently put them back were they are suposed to sleep, they get the idea pretty quick. The hardest thing is teaching them not to sleep in the boxes. If they get chased/knocked off the roost, more than one of them will look for an alternative roosting place, which is usually either the feedbin or the boxes.