We have a pet fence and love it. Our dog is a lab mix and he is a wild man! This works great. He left the yard one time and it was actually my fault, not his. The key is putting the collar on tight enough. I'd say, in almost every case, people who say their dog runs out of the fence it's because the collar isn't on properly. They do work. We have one and several neighbors have one and nobody has problems. Ours was installed quickly (a couple of hours), and although I can't remember the exact amount, the price was very reasonable. We had ours professionally installed and purchased from A&M Pet Fencing (Twin Cities.)
It came with a video on training, which I watched diligently and was so ready to start following, when I went into labor early with my son. Oops...not the greatest timing. Anyway, the poor puppy figured it out all on his own with no training and no problems...in one day! When they installed the system, they put flags inside the fenced area. You are supposed to walk the dog around the yard and teach him/her that the flags are "bad" and to stay away (they are not getting the tone or shocked because the flags are inside the fence perimeter). Then you gradually remove the flags. Our dog learned right away to stay away, although he did kindly "retrieve" a few of them and brought them to us proudly! It was really easy.