I've always kept mine out side. When I was a child they were in a hutch in our garage then the shed. We did have big hunt-y dogs which kept most of the cats/foxes out of our garden and being 9, I didn't worry too much!
Now I keep mine in a sturdy, purpose build shed, free range. I do worry about them, it's only natural, but not particularly about predators and I am confident in my sheds sturdiness. I've never seen rats in my current garden as there is no cover for them or food (it's a bare patch of weed suppressor at the moment!) but it's something I'm aware of for when our garden is a garden.
Mine have lots of hides down one end of the shed which give lots of insulated areas and they get a SnuggleSafe heat pad, which keeps them warm and the snuggle heat of three bodies.
I am concerned about summer heat though and I am looking at buying shade netting to put over the windows as the shed is in quite a sunny place (though not for a long period even in high summer)
I don't have the option of keeping mine indoors due to my partner's allergies and like the space I can give them outside, which wouldn't be possible indoors. They come inside at weekends into a smaller pen and have floor time in the dinning room. But that's as long as my partner can cope with all the hay! Downstairs is thoroughly vacuumed once they've gone back out side