Well, you have to make sure they don't get too cold or especially, too hot. I wouldn't take a snake out if the temp is 85-90 for more than just a couple minutes. You also need to make sure any surface you set the snake down on isn't too hot.
Then, you have to watch for predators. Especially hawks. I have had a hawk dive at a pigeon who was _right_ at my feet, so don't think you're much of a deterrent unless you are physically blocking the bird from the snake.
If you put the snake in a tree, you have to make sure it doesn't fall. Some of them are so used to you holding them that they don't realize they have to actually hang on to the tree! Also, make sure they can't climb out of your reach or contact something harmful, like sap.
On the ground, you have to watch out for anything the snake can escape under/into. It would be extremely rare for your snake to contact parasites outdoors. Snake mites come from other snakes, they aren't lying in wait out in the grass. They are spread in dirty, crowded conditions such as a low-end pet store or a reptile show.