Do you have a fenced-in yard? If you have a high fence - 5'-6' high, that will be adequate to keep them in and generally safe during the day. Always best to have them safe inside a coop at night though.
If you can't fence in your yard, you can make a portable run out of a lot of different materials. I've seen some made out of PVC and hardware cloth, and one made from an old trampoline w/wire wrapped around the bottom. If you have a permanent coop, you'd have to decide how you'd get your chickens from the coop to the run, but I think it's do-able. A PVC run would be really lightweight and easy to move; just remember to anchor it down with "U" stakes or something, and give the chickens plenty of fresh water.