I use both with my girls, they wear collars with ID and if I'm in a hurry I snap a leash on that... and if I'm wanting to look pretty I use their harnesses. But truth be told, they "walk Pretty" on a leash so a collar is perfectly safe.
Some may say that with a harness they can "lift" their dog from danger... This may be... but my Pixie is walking pretty at my heel so all I need do is reach down to my side and scoop her up.. so I don't have a need to lift her by a harness, she is not walking ahead of or behind me. I find that a harness encourages pulling, especially with my Crested!
lol