I have my back door open during the day when I am at home. The dogs and cats roam around the back garden as they please. As for windows The only reason I would have it closed is due to mozzys getting in and biting me up while I sleep. :/
Aside that I just let the cats go on the window ledge as they please. If they fall its only out of one window which has the bins on the front so its a 5ft drop from there. My own rooms window opens to the conservatory. So the cats just walk onto that. Although one cat did catch a bat the other week. Luckily I got to the poor bat and released it. (didnt have any wounds so should have been fine) Bats are protected in the UK so I didn't fancy letting one die on my watch :P