Here is peace of mind for all parents (especially parents of toddlers): GE Magnetic Window Alarms
. They can be bought at Lowe's, Amazon, etc - they're widely available.
Put these suckers on the doors of your house, and if little hands figure out how to open a door, you'll know it. The alarm is loud enough to wake you from sleeping and loud enough that you can probably hear it even from the shower (I can at my house).
No more scary stories of little ones escaping and disappearing or getting into roads. They are around $10 for a pack of two, the batteries are included and they just stick right on your door. Awesome. All parents should get this.