I dont walk with just a collar either.
For a heavy puller, I'd HIGHLY recommend the Easy-Walk front-clip harness - or any other front-clip harness for that matter. http://www.petsmart.com/product/inde...ductId=2751027
Lady is a pretty heavy puller, and I found with the back-clip harness she was able to pull more. The front clip pulls them back towards you if they try to drag ahead. I've been using it for months now and it really is the best one I've found for a puller. Gracie doesnt pull so I use a back-clip one for her (I use the Puppia, which is very similar to the Ezydog step in Mel suggested). I clip them both together with a coupler and our walks are great now!
Lady (1.5 year old tricolour) & Gracie (4 year old blenheim)
"Happiness is a warm puppy" - Charles M. Schulz