I definitely ride out! I find that my horse performs best when he has had some time to be a horse and do what he wants, and when I come back to train him (sometimes even that ride) he is so much more willing to learn. I often ask him for a few simple manoevours during the trail, which they love, and I often will introduce new movements on a trail, where I find that they pick things up with a sort of 'spunk' you don't often recieve in the arena :)
You can trot and cry at the same time. And if you can't, this isn't the sport for you.