I'd say let them roam... we're also new to chickens, a few weeks ahead of you. Our daughter brought home the 2nd grade life science project. Didn't know better so let them start roaming at about 3 or 4 weeks, yes weeks, while supervised, not really sure when I got comfortable about leaving then alone and out. They started in a dog crate in the house and a hoop tractor (no shade) in the yard. they then moved to a small little tykes play house that we closed up with hardware cloth and raise off the ground, but no attached run, so we let them out every morning and shut the door at night and don't go anywhere. I think it's so funny how at early dusk they do a pass through the yard looking for bugs and then jump into the house and onto their roost, we do nothing but watch, enjoy and shut the door.
We've had a few days that I worried about them when they were little and a red tail hawk was circling the neighborhood (not the house) and when I've seen a pair of golden eagles over head, I don't' believe either has figured out we have chickens and the chickens spend most their time under a large juniper bush. I love seeing them when they wonder the yard, pecking at bugs and dust bathing in the bark under the rose bushes. I had no idea I so enjoy watching them and can defiantly see how chicken math strikes but we're only zoned for 5. My DH wasn't so thrilled when they got into the garden and got the first tomatoes, he put up a fence to keep them out. Their permanent home with an attached run should be finished this weekend, OK I've been saying that for weeks but I think its really going to happen. We plan on still letting them out everyday but it'll be nice to know we can go away and they'll be safe.
Early on we did have one slip through a missing piece of fence but the kids chased her down and it hasn't kept happening. Do you have bushes for them to hide under? When they were really little the hid in our jasmine bush now it's not big enough and they prefer the juniper. I have to omit that I want to start keeping them in their run for the morning so we don't have to hunt for eggs. We'll see how it works when they start laying.