Mine are in most of the time (every night and most of the day). However, they get daily turnout for exercise when I'm home in the morning & evening for a few hours each time (for foaling in the early spring months). Otherwise, if I have a mare due to foal in the summer, when I know it's warm & not muddy/rainy, I may keep them in a smaller pen by herself close to the barn so I can keep a close eye on her. We have lights off all sides of our barn, so I don't have to fumble around with a flashlight (makes things really nice at night).
But for the most part, mine are in most of the time just to be on the safe side when they get close- don't want stray dogs coming or a foal going through a fence, etc.