An enclosure is really the only option if you want to let them out without a harness and leash. You can't just let a cat out and watch them not to run away. They will run away faster than you realize, if there's any chance at all. After the fact all you can do is wait and hope they'll come back later.
An adult indoor cat is probably scared of the outside world at first. It may look like all the cat does is to sit and watch its surroundings, and eventually s/he will come happily back inside. That won't last long though. And when that cat finally feels like wandering it goes wandering; and that is dangerous for an unexperienced indoor cat. Plus, how can you know if they know their way back home, like an indoor cat it is. They are just different from cats who have been going out all their life.
Okay, not all cats are the same. One of my previous cats was almost a dog. She followed me to walks around the neighbourhood without a leash, she would play fetch with me not only at home but in a park too, and when she was out on her own she always came running to me when I whistled in certain way. That cat was also the last one I've let go out free. At the time (late '80s) I did not know a cat can live a happy life being a 100% indoor cat.
Another funny cat lived above me in 1st floor apartment (I was living in ground floor). They had a long rope tied to a basket, and every day they lowered their cat down in the basket and the cat went on its way. Later the cat would jump in the basket and sit still while the owner pulled it up. I always wondered how did they train the cat to do that. Cats are just amazing animals.
Check the Amazon link below for an example of a flexi leash.
Do not purchase a flexi leash online, instead go to a pet accessories store and inspect the leashes yourself. Choose one that has the lightest draw-back tension and the most lightweight lock (that metal thing locking leash to the cat harness). Getting a cat used to wearing a harness is worth another question here in Pets.
Personally, I'd go for an outdoors enclosure if I had the place for one. Then the cat can choose when to go out and when to stay in.