I don't. We have an escape proof garden (she says optimistically) and I let DDog wander off out whenever he wants. He can come in whenever he wants as well (he can open the door - I only lock him out when I'm mopping). If it's been a while since I've seen him I'll go double check he's still there but he always is.
Just once or twice I've seen it mentioned on threads that dogs should always be supervised and I'm wondering why? I can understand if the dog can get out of the garden but if not then why?