If your dog pulls on the leash then a traditional harness will only encourage pulling. My trainer called them "sled dog" harnesses at our first training session. For training and leash walking she suggested a Gentle Leader Easy Walk harness for Loki. It's a harness but it fits differently and the leash goes in the front so it actually discourages pulling. We LOVE Loki's harness. I also leave his collar on for his tags, but serious training and walking requires his harness.
Be careful of "correction" which requires you to yank on your dogs leash. This is NOT a good form of training. Positive reinforcement only! I think Petco only does positive though.
They sell these at our Petsmart, but here is a picture online.
http://www.premiumpetmart.com/premie...lk_harness.htm