Mine are 100% free range, even at night. They were in a horse stall until they were 3 months or so. When they started laying they just went back into the stall, where there was some hay stacked up and put the eggs on top of the hay. Since the stack eventually disappears, they eventually decided the nest boxes I put in the stall were better than the hay. I have found only one egg outside, last year when they first started laying. I swear they were all standing around it berating the hen that did it (Why did you do that??? It's not in a good place!!! We don't have hands, how can we move it???).
With that said I have more pullets coming up this year and am pretty curious if they will follow the example set by the older hens or not...
I think they like somewhere "safe" covered, nest-like. I also put fake eggs in my nests.