The primary way to keep birds from flying away is not clipping their wings, as you would think. That is not a nice thing to do and is considered cruel. Even though you do not actually cut the wings, you have to trim the flight feathers. That makes them irritated, but they still want to fly and can fall and injure themselves. So, the best way to stop them from flying away is through training. For example, using a harness to teach your bird to stay with you is a lot like having a lead on your dog. The more that you use it, the more responsive the results will be.
Starting off inside is going to be the best way to do this. They get used to the harness, and you can take it off as soon as you need to. Remember to use treats so that when they come back, they are rewarded for doing so. The more that you do this, the more they will actually want to come back to you when they are outside. Never try to train a bird on a harness for too long. The extra weight will make them tired quicker.