I do let mine out to wander, but only in my room, which has been snake-proofed. Door closed, roommate's cats removed. He does like this activity, when it's kept short (15 minutes or so, when not in shed/near food day/etc). The worst mine ever does is hide in the suitcase under my bed when he's had enough, but I've made sure there's no holes he can wiggle through to get out anywhere, and that I keep the floor register/heater off when he's out to wander (just in case).