I use a harness for walking b/c of the fragile trachea issue in Yorkies (plus, I think it's much more comfortable for them to have a leash attached to their back area rather than around their neck), and I have a collar with his tags on it, which I usually keep on him most of the time, mainly b/c I'm a little paranoid about natural disasters like earthquakes, or anything unforseen that might spook him and send him running out (I'm not sure if the Girl Scouts instilled it in me, to always be prepared or if it was being an ICU nurse for so long, but my feeling is "better safe and overprotected than sorry"). Max is also microchipped, but some people may not even think about that if they happened to find him. If we lived where it cooled down earlier during the summer, I'd probably leave his harness on most of the time too, b/c it doesnt' bother him to have it on and his hair is cut so short (I was at Petsmart yesterday and one of the employees said "oh, a bald Yorkie
), I didn't used to keep his collar on when we were at home, but I think it's probably a good idea, just in case. JMO, though.