I think it's a good idea to get a cat used to a harness and leash. Then you can take the cat outside under your control and supervision from time to time. But as an additional benefit, you can also learn what the cat wants to do when he gets outside. For example, I did this with Tommy and Rocket and I learned that Rocket just dashes for the lawn and starts eating grass and that Tommy heads for the driveway where he commences to roll around on the concrete. So even if they do get out, I know they're not going to make a mad dash for the horizon, and I know where to look for them.
If a cat gets out, it's best not to chase after them yelling at them to come back. Because that just scares them. You just have to saunter over like nothing's wrong, talking calmly as you would inside, and just pick them up (hopefully if all goes well.) If you know what your cat is going to do after he gets out the door, then you have the confidence to get them back in without much trouble.