Question: My brother-in-law bought me a box to place my menora in so I can light outdoors. Is that preferable?
Answer: The Gemara (Shabbos 21b) teaches that while the menora was originally lit outside one’s front door, in times of danger one can light it inside on one’s table. Rashi explains that the Persian authorities prohibited lighting outdoors on their festivals.
The Ohr Zarua (2:323) writes that he does not understand why, in places where there is no such prohibition or danger, people don’t start lighting outdoors again. Likewise, R’ Yaakov Emden (Sheelas Yaavetz 1:149) and R’ Ovadia Yosef (Yalkut Yosef, Chanuka 671:25) argue that nowadays when this danger no longer applies, it is certainly ideal to light outdoors. If one can easily find a glass box, one should use it (See Az Nidberu 10:26).
Other poskim, however, give various reasons for why the practice in chutz la’aretz is to light indoors.
The Shibolei Halket (185) explains that once people started lighting indoors, this became the accepted practice.
The Rema (OC 671:7) notes that the practice nowadays is to light indoors. Elsewhere (Darkei Moshe OC 671:9), he explains that we are concerned that people may steal the menora if it is left outdoors. The Magen Avraham (671:8) and Mishna Berura (671:38) add that placing it in a window facing the street is preferable to placing it by the door, as more people will see it this way.
The Ritva (Shabbos 21b) writes that danger extends to windy conditions. Thus, the Aruch Hashulchan (OC 671:24) writes that as Chanuka in Europe is in the Winter, it is best to light them indoors. The ideal place is in the window facing the street. R’ Yitzchak Yosef Weiss (Minchas Yitzchak 6:66) adds that we are also concerned about people mocking the mitzva if we were to light it outdoors.
R’ Moshe Feinstein (Igros Moshe 4:125) writes that while the Gemara writes that we place it by the doorway opposite the mezuza, that is less important than pirsumei nisa, and the correct position nowadays is in the window facing the street (See Shevet Halevi 7:84).
In conclusion, in chutz la’aretz, one should light their menora inside by a window facing the street unless one has a minhag otherwise.