I take my cats outside to my yard in harnesses and leashes, and that works pretty well. It's a fenced, very small yard, so no scary things around, and they still get to be outdoors, watch the birds etc. This is the only place that works for my older cat, since she startles easily and the first and only time I took her for an actual walk in her harness (lived in my previous apartment, no yard then) was a disaster. She was slowly walking and all was well, until the leash went around a tree, and I wasn't quick enough in getting it untangled. When she couldn't move freely, she freaked. I've never seen a cat fly in the air with all four feet spread out, and frankly, don't want to again!
It was very difficult to get her to calm down. This was also when she somehow managed to get out of her harness, luckily she was already in my arms, but it beats me how she got out of it, it's a good and tight fit, and a proper cat harness.
What I couldn't understand was that I had slowly built up to that moment, first getting her used to the harness, then the leash dragging behind her, then me holding the leash and directing her, then holding her in my lap outside etc and she still freaked. Oh well, the yard thing works great for us.
I always carry the cats out the door, too, but still my younger cat has started to try and sneak out the back door when I go through it, or actually when I open it to come back in. So far I've managed to catch her in time, once she got out the door but only a few feet, and I've been trying to teach her that this is not a good thing. I'm pretty sure she wouldn't go far, and the yard's well fenced so it would take some work to get out, but I really don't want to find out for sure.