I would love to be able to walk my soon-to-be kitten once in a while when he is older, but I'm afraid that once he's experienced the outside life he will always try to make a run for the door whenever we open it or something. My friend who has a bengal has cat-fenced his backyard and lets him roam outside- but whenever opportunity ensues he will escape (the backyard or door) and leave for a few days before coming back. He also whines to be let out into the backyard all the time instead of staying in the house. I don't want my cat to be like that but i would love to take him out, or perhaps play (/take pictures of him!) in my backyard once in a while (since i have a large backyard)
If i let him out at all i will go through the means to make sure he doesn't escape... but i'm wondering if i should let him out at all. any opinions/experiences?

I take Onyx out on a leash and harness once a week approximatly but he doesn't "ask" for it. But I live in a flat and the ground is far off (6th floor) so he doesn't see the ground when looking out from the window...
But Onyx isn't a Bengal.

I didn't take Chaos out yet but he alway try to get outside when opening the door so maybe he'll react more in the way you said...

Confetti is terrible about trying to get out the door. If he is not a sleep or preoccupied we have to almost run out the door or someone holds him as everyone else gets out the door. I am hoping he comes down once he gets neutered. We live in apt style housing and he still gets up on the window sills and goes crazy when he sees birds. He even howls at door that leads to the balcony. He is a great little guy regardless, so we try to make sure he gets some balanced outside time to play (while still on his harness).

It seems I can distract Mikesch at least a little bit from wanting to go outdoors by bringing the outdoors in. I put a patch of grass indoors for him, which he loves to chew on, and occasionally catch a cricket or grasshopper for him and let it loose in the basement or garage where he can hunt and eat it. I feel a little bad for taking him outside because Binky has taken to watching us go with big eyes and a long neck and wanting to follow us. There's no way I can get a harness on him though.