I have a large NIC built cage and then I used left over NIC pieces to build a fence to keep them in the bunny safe portion of the room, the cage has a roof but the pen does not.  I have 2 buns and they are not spayed and Daphne's hormones are kicking in and she does not like sharing her living space with Piper.  I alternate them between the cage and the pen, the pen is significantly larger than the cage. 

 

The problem is Daphne gets out everytime I put her in the pen, it is never disturbed and I have tried to find weak spots and fixed the  few I found.  I guess my question is how high should the walls be and do bunnies climb? (they are currently 2 squares high)

 

I sat for 2 hours with her in the pen and all she did was sit next to me, I watched for a while from outside the room and she did nothing but binky and run around fast.  I left for 5 minutes to take the dog out and when I came back she was out, sitting in a box of my sugar gliders toys looking at me like she was innocent.

I would definitely make it higher - I would start by adding 2 more grids upwards and see how that works. Rabbits can be sneaky little creatures and she doesn't sound like she's going to give up her secrets of escape to you :~)