Aside from Castiel's method of getting in (which has never been adequately explained), all of the ways shown of getting into the Cage don't come with an easy way of keeping Lucifer inside. Even if they could have used them (and they couldn't, for reasons I'll get to), they had no guarantee that Lucifer wouldn't be able to escape.
However, the two means we've seen the Brothers open the Cage aren't viable anymore anyway:
- The final seal required to break open the Cage was the death of the first demon: Lilith. Except Lilith is already dead
- Using the Horseman's Rings isn't an option either. Even assuming they could track them all down again, Death's ring was presumably destroyed (like the scythe) when Dean killed him
This does leave the method Castiel used, but that seems to have been quietly ignored by the show thus far, and there's not much we can say about it.