Kayla and Gypsy both wear collars with ID tags on all the time and then we use a harness for walks. Mine wear them because if they get out the front door or through the gate then at least they have ID on them. I would hate for them to get out and then no one know who they belong to and they taken to the pound.
As careful as you try to be to make sure they don't get out they are very first and sometimes it does happen.