When I was younger, I loved outdoor sex. When I first started having sex, that was really our only option - otherwise we'd have to try to sneak it in the house with our parents just a room or two away (which was always far less fun than it sounds...).
Looking back on it now, I'm surprised that I ever agreed to have sex in some of the places we did. Especially when I think about what would've happened had we gotten caught. The only time we ever got caught was when I gave head in the stairwell at school - my bad
I enjoy the excitement of sex outside and that's just about where it ends. I love having sex indoors. It's comfortable, I can be loud and no one can do or say anything about it, I can lay in my nice comfy bed, and there's no limitation to positions because there's an ant hill to my left or a pile of garbage to my right or because someone walking by might see something. It's more of a fun time for me. I'm more relaxed which automatically makes the sex better.
I would definitely say that everyone should have sex outdoors at least once in their life. Just to see if it's for you. But I would suggest going into prepared like the previous responder said. Bring a blanket along, dress in layers, pick a spot that is secluded and that you're comfortable with and don't wear heels (because chances are, wherever you're going to have this sex, you're not going to be anywhere where heels would be appropriate).