My last batch I moved outside at 3 weeks, with the heat lamp in the coop. Once they figured out how to get in/out of the coop door and to the warm spot (a few days) that was the end of me having to supervise them! I did have 23 though so it was easy for them to pile up and follow one another around and learn the ropes. My personal feeling is that fresh air is good for them, and they're meant to live outdoors.
My broody hatched a few chicks last summer and I have to say I was totally shocked at how little time they spent under her. Just a few days in the beginning, then she had them out all day and they only very periodically went for a warm up. Overnight they snuggled in the straw. Was enlightening for me!
I'll probably put the ones in my incubator (due this week!!) outside into a brood box after a week - with a heat lamp - at that point they'll be agile enough to bop around in the secured cage and see the other chickens