(CNN) -- Jose Compean and Ignacio Ramos began their "supervised release" Friday after President Bush commuted their sentences in January for convictions related to the shooting of a Mexican drug smuggler.
Ignacio Ramos has been out of prison since Febrary after serving time in the shooting of an illegal immigrant.
Ramos and Compean were able to remove their electronic monitoring devices and leave their homes in El Paso, Texas, on Friday for the first time since they left prison in February.
After spending two "hard, long, lonely" years in prison, the two said they were looking forward to spending time with their families and putting this chapter of their lives behind them.
"There are more important things than the people that have done this to us or what we have gone through and I am not going to sit here and dwell on that," Ramos said in an interview with CNN's "Lou Dobbs Tonight."
"We are looking ahead. We're optimistic for a very good future and that's what's more important," Ramos said.
Their release in February marked a significant turning point in a case that served as a flash point in the debate over immigration and border security.
The two were sentenced in 2006 to 11- and 12-year sentences stemming from the February 2005 shooting of Osvaldo Aldrete-Davila near the U.S.-Mexico border south of El Paso, Texas.
Critics of U.S. immigration policy rushed to the agents' defense, saying they were merely doing their jobs. Civil liberties advocates argued that Compean and Ramos used excessive force.
Ramos credited the outside support with helping him win clemency and keeping his spirits up during his imprisonment.
"Members from Congress were speaking about us, people writing us constantly, it felt so good to know that people didn't give up on us and that people constantly believed in us," he said.
"How can you give up when people aren't giving up on you?"
Compean echoed his sentiments, saying he was shocked to this day over the support he received.
"I didn't expect it. I expected people to really forget all about us once we turned ourselves in," he said.
Like Ramos, Compean said the most difficult part of going to prison was leaving behind his wife and children.
"I think that's been the hardest. When I turned myself in, my son was 4 months old," he said.
"There's really nothing special I want to do. The only thing I'm really looking forward to is getting out of the house and going out to dinner with my wife and going to the park with my sons," Compean said.
Their legal cases are far from over. The convictions still stand and the two remain felons while appeals are pending, which means they cannot contact one another or reapply for their jobs, something Ramos said he would like to do.
Ramos shot Aldrete-Davila in the buttocks after he ditched a vehicle carrying more than 700 pounds of marijuana and fled on foot toward Mexico.
The agents said during trial that Aldrete-Davila had brandished a gun while resisting arrest, but Aldrete-Davila said he was unarmed and trying to surrender when Compean attempted to beat him with a shotgun.
"In exchange for immunity, Aldrete-Davila agreed to cooperate with the investigation of the shooting, and he returned to the United States so that the bullet could be removed from his body," according to court documents.
Ramos and Compean were convicted of assault with a dangerous weapon, lying about the incident and violating Aldrete-Davila's Fourth Amendment right against illegal search and seizure.
Sen. John Cornyn, R-Texas, a vocal critic of the decision to grant Aldrete-Davila immunity, said several key pieces of evidence were withheld from the jury that convicted Ramos and Compean.
The jury, for instance, never learned that Aldrete-Davila was running drugs at the time of the shooting. Nor did jurors learn that Aldrete-Davila breached his immunity agreement by continuing to smuggle drugs into the United States, Cornyn has said.
"Several jurors have since come forward to state that if they had been told about the excluded evidence, they would have changed their verdict," Cornyn wrote in a January plea to Bush, requesting clemency for the agents.
Despite Ramos' and Compean's appeals for clemency, a senior Bush administration official said the men were "convicted felons who violated their oaths to uphold the law." Leading Democrats and Republicans, however, supported Bush's commutation, the official said.
"The president has reviewed the circumstances of this case as a whole and the conditions of confinement and believes the sentences they received are too harsh and that they and their families have suffered enough for their crimes," the official said.