My cat desperately wants to go outside.

First of all, I'm sorry if this is a stupid question.

Molly is my 3 year old Siamese. My other cat is content being inside, but Molly really isn't. I live in the desert of Arizona where there are coyotes, mountain lions, rattlesnakes, gila monsters, etc. It's an extremely dangerous place for a cat to be, especially since one side of our property faces the "town" where a cat could be run over, stolen, etc., and the other side the open expanse of desert where it's easy prey. In a perfect world Molly would be able to go where she wants, but it's not a perfect world.
My neighbors have had 5 cats since I've known them, and only one has made it more than a year out here.
Molly is channelling Houdini's spirit and keeps finding ways to get out of the house. She's very interested in the outdoors, but there's no way she can be an outdoor cat, especially since she's small for a cat and she's been an indoor cat her whole life. I'm not going to let her run free, but I want to help her get at least part of what she wants.

My idea is to get her a harness and introduce it to her, then step by step start to walk her a bit and let her climb trees, at least until I can find an enclosure that suits us. My mother says she thinks this will make it worse because she thinks then she'll think she "belongs" outside and will try to get out more. She wants me to just let Molly "forget" it. Couldn't that possibly make her more desperate to escape, though?
I've also been told just to let her out (which I refused to do).
I've just been told so many points of view and I think you are the perfect group that can help me. I don't know what to think anymore.

Any advice? I just want to find a balance between her happiness and her safety.

With all mine, the harness goes on just before we go out and comes off soon as we step inside.

They quickly learn harness=outside, no harness=inside and don't beg to go at other times, soon as they see me get out the harness container they all run to the door meowing.

Agree. Marley wants to be outside if we are outside. He has a harness and he is content, now, going out on it. It took some time to get used to it but now he doesn't sit by himself and meow at the door, but he will if we are out there. I think it's a great idea and Im sure kitty will appreciate it!!

I agree, Gizmo was an outdoor kitty until I adopted him, now that he is harness trained, he doesn't bolt for the door anymore, but gets very excited when he sees the harness or the leash come out It was a worthwile ventiure for me.

Good luck!

Jamie is harnessed-trained and goes for a walk outside every day. While he pesters for his walk as soon as I get home from work, he doesn't cry to go out after he's had his walk. It's definitely worth a try.

Thank you so much for your comments and advice.
I'll definitely give it a try and see how it works out with us.