I do it often, even run the AC.  A properly wired outdoor receptacle on a 20 amp breaker works fine, emphasis on being properly wired.  If in doubt, have an electrician or other competent person check it.  Normal household extension cords won't work well,  best not to use one at all.

Onviously everything can't be run at once on a 20 amp breaker, and nothing else should use other receptacles on that circuit. 

Ideally, voltage drop would be about 6 volts or less (5%), which is what mine runs at close to 20 amps.