Mine nearly always wear collars for identification because I don't trust the microchips and also a harness if I think there is any chance they will try and pull on the lead. I don't want them yanking their necks but lunging on a harness can cause shoulder injury (although less severe than neck injury) so it's safest to teach the dogs to walk on a loose leash regardless. I only use a harness they can't step out of. I had a bad experience with Mindy stepping out of one brand and walking along by my side. Thank goodness it was Mindy because Max was a puppy at the time and he probably wouldn't have just walked nicely along beside me at that stage of his life.
I do most of my training off leash
Mindy Tri - Feb/97
Max - Ruby - Sep/08
Rylie - B&T - June/09