My experience is different from most of what I see posted here. I live in the city, but on a quarter acre, very near the edge of a canyon that is not populated. I hear the coyotes at night, and see raccoons during the evening and hawks during the day. I occasionally find feather rings in the yard, where an occasional winged predator has had a nice meal, or see a large hawk fly out of one of the very large trees along our fence line, with a large chunk of red meat in its talons. Though we are in the city, the predators are right here.
We made a decision before we got our first birds, that they would be in the coop or attached run at all times. None of them has ever been free-range, and though it would be nice to see them running around in the yard, I prefer that they be safe. We also have two large golden retrievers. One of them has a very intense prey drive, so I would not trust her around them if they were loose. My birds seem to enjoy their life, and We are happy with the arrangement.
Also, when I checked out the idea of having chickens, prior to buying our first chicks, code enforcement told me that their most frequent complaint was chickens on the road, or not confined in public areas. Currently there is nothing in city code that refers directly to chickens. Any issues would have to be addressed under sanitation or noise ordinances, so I don't want to become part of a problem that would make things tougher for anyone wanting to keep birds, locally.
My girls get lots of treats, and have things in their coop and run to amuse themselves with.
I think free-range is nice for those who can, but coop/run works just fine for those of us who are in different circumstances.