Whether to free range, use a run, or do both is entirely a personal choice. I love to let my chickens free range, but we have a hawk problem & a couple of cute little doggies next door that run free.
I lost a precious hen to a hawk some years ago, and I'm still not over it! It was absolutely devastating. The hawk swooped down out of the sky & just took her. Not even a feather left behind. Then he came back, again & again... with hawk friends, circling above our property.
I then built a run out of a large portable garage that we used to use to store firewood in. It's quite strong & we covered the ends with snow fencing. The hawks can't get through it & neither can the little doggies from next door.
I don't leave my coops open at night, in fact we call them Fort Knox because they're locked up so tight during the nighttime hours. But if I did leave them open, I would definitely need to cover them with hardware cloth. Most of the wild predators in my area are only out at night. Always make sure either that your coop is secure at night or make your run high security if you plan to leave the coop open.
If you have daytime predators in your area, you will need to have the run secure.
We still love to free range with supervision. I will take out eight chickens at a time at alternate times of the day to make sure everyone gets their free range time.
A run can also serve as a comfortable place for your friends during the winter months. Most chickens do not like to walk in snow & they will vocally let you know that they don't appreciate stepping in it. My Ruby especially. In late fall I cover our run with thick clear plastic to keep the winter wind chill at bay & to keep the snow out.
Inside our run is like a chicken circus. We have some beautiful drift wood, pine trees, several perches, tree stumps, lawn chairs, a dust bath area & a big straw pile to play on. Chickens will get bored during the winter months if they don't want to or can't free range. It also helps to switch things around every few weeks.