I have just a 4' fence around my yard (BIIIIG yard). As an overprotective chicken mom, I let the girls out early in the morning before the hawks are around. About 10:30 or so, they put themselves back in the run/coop and I shut the gate. The run is 4' chain link with reinforcing on the bottom 18" and out 6" (on one side now, but the other two sides will be done when the weather gets better) and a woven nylon bird netting over the top.
http://www.amazon.com/Netting-Bird-...2M/ref=sr_1_10?ie=UTF8&qid=1292332495&sr=8-10 is a link to the netting.
They putter around in their run or go into the coop for a chat or nap and I don't hear from them again until around 3:30 or 4 when they start petitioning me to come out again into the yard.
They can fly over the fence. Before I got the bird netting up, I had two who would routinely fly over the run fence to get out into the yard before I could get the gate open. So far, they have stayed in the yard. I have two flower gardens that they love for dirt baths, and those are up close to the house with some protection from flying predators. Even on the coldest days, they come up and scratch around in the dirt. I spread some scratch in the areas that are safer, and they seem to hang around in those areas mostly.
AS others have said, they put themselves back in as dark approaches. I take them a snack as the evening approaches to get them back in the run. I have a solar light in the coop, but at this time, I also have a light on a timer to extend the day, and as it is darker outside than inside, they don't seem to object to going in. Chickens are MUCH smarter than I thought. They know when I say it is time to go in, that means to go in the coop. I only had to herd them in a couple of times right after we changed coops, and now they put themselves to bed.
My daughter pointed out that they are birds and they can fly, but at this point they haven't gone over the fence around the yard. Now that I've said that....