Other players can, however, go out of bounds and return to the field of play to make a legal tackle on a ball carrier - so long as they have established themselves as being in bounds before making the tackle (at least two full steps in bounds). Why would a player deliberately run up the field out of bounds? Probably because it is illegal to tackle or block a player who is out of bounds so players who are covering a kickoff return can get upfield quickly without worrying about other players getting in the way. So long as they take at least two steps inbounds before making a tackle, they are good to go.
No, they are not good to go. If a player on kick or punt coverage runs up the field while out of bounds rather than attempting to immediately get back in bounds it is a 15 yard unsportsmanlike penalty. Why is it unsportsmanlike? Because since they can't be blocked while they are out of bounds, it is against the rules to take advantage of that and run down the field out of bounds to avoid having to deal with blockers. Also, they cannot be the first to touch the ball to down it if they went out of bounds regardless of whether or not they reestablish themselves in bounds.
This rule has gotten out of hand on kicks.
Gunners are now deliberatly stepping out of bounds so they can have a clear run down the sidelines. Notice how many touching penalties you're seeing on kicks this year?
Personally, I think once a player steps out of bounds (forced or not) they should be out for the rest of the play. That would probably shift some advantage to the receiving team, but the NFL is built on exciting plays, and noting is more exciting than a long kick return.