I have had both, and currently have only 2 indoor cats. I think for us it was a personal choice. I felt safer having them indoors. Outdoor cats have a general life expenctancy of 8 years vs indoor who have 14years. There are alot of dangers outside, like cars, racoons, coyotes, poison etc.... Also, we live downtown. When we lived in Vancouver we were downtown and now that we're in Toronto we're at dundas and yonge lol so it wouldn't be very good for them to go out. Plus I don't think they could take the elevators
Both our cats were rescues, and Minggis our eldest boy hates it outside. He won't even go near the open windows. I think it reminds him of the years he spent on the street. Poor little guy.
As for training, I think you just open the door and let them go. They are smart and instincts will bring them back.