Whilst collars are essential, dog harnesses have a number of advantages.
The main advantage to using a dog harness is that the lead is not attached directly at the throat which means that you puppy will not choke if they start to pull. The other advantage is that most harnesses have at least two attachment points, which allow double ended training leads to be attached to both. This allows more control of the dog, and helps dissuade pulling altogether.
When your puppy is young getting the harness on can be a bit frustrating the first few times as they will see it as a game, and won't cooperate. Getting them to sit and distracting them with a treat can help. They soon learn that harness on equals a walk, and will happily let you do what you need to do.
We really like the Heele dog harness. It has a handle on the back which can be useful if you need to hold your dog and stop them jumping on people!