Neither of our girls wears a collar - several reasons for this
-right now we're in an apartment - if they run out the door, they're only running into a small closed off section of hallway
-they are not really door hangers. Sometimes Aspen will run out the door when we come home but its usually because she's so excited we're home that she just HAS to be at our feet, so her "escape" involves bolting out the door the minute we open it so she can stand under our feet

-Aspen is the clumsiest cat I've ever met. I would be way too worried that she would do something silly and end up hanging herself
-Libby is too adventurous - she loves to climb things and hide under things and turn anything into an obstacle course and again I'd be afraid she might hang herself
When we move next month I may look into getting a collar temporarily for Libby particularly because she is very nervous about new spaces and I'd be worried she might get outside and bolt until she's more comfortable in the house
Aspen has escaped before in years past (or in one case, I had a roomate who insisted I was cruel to keep her indoors and kept letting her out against my wishes) and she usually just sits at the front door until you let her back in so I'm not too worried about her