Both Wesley and Whitefield were known for open air preaching.
One thing that we have to keep in mind is the audience. When these people preached outside this "open air preaching" is not exactly what you are speaking of here. They were preaching to an audience through a culturally accepted forum. This was not restricted to preaching, either (think of the expression "get off my soapbox"). Paul, for example, did not "street preach". He went to where the audience expected to listen to a discourse (the Areopagus).
What has occurred is technology has both rendered what was once called "open air preaching" a thing of the past. I say this not only because of available media but also because our lifestyles have changed. We no longer go to the street corner to get out news, listen to political speeches or hear sermons.
I am not saying that street preaching is wrong, please understand that. I am saying that we cannot look to past examples of open air preaching as support for street preaching because it simply is not the same.
Kind of like a Billy Graham crusade outside vs. standing on a platform on a street corner and speaking to no one.