I let my budgie out of cage as much as I can supervise him and after a couple hours of frolicking and flying around the apartment he returns to his cage voluntarily to eat, drink and rest. He also likes to play with his cage toys.
Because of such relative freedom I have no problem putting him in the cage whenever I need to - just by offering him my finger and carrying him there. The bird has to perceive his cage not as a prison, but as a home. Moreover, all creatures need exercise and allowing the bird to fly a minimum of 1 hour a day is essential for its happiness and longevity. Of course, it also calls for precautions and supervision.
Before opening the cage door, make sure there are no containers with water deep enough for the bird to drown, check if all windows are closed or protected by mosquito screen, keep doors open and (very important!) look under your feet at all times and never run around the apartment. Make sure other family members are consistent on that.