Mine only wear a harness when they go for a walk. I hardly ever put their collars with all the tags and id info on them....and I DO worry that they will get away and have no kind of id on them. Bentley is microchipped but the other three aren't. I've heard that wearing a colar all the time thins the hair on their neck but that might just be bunk
If we go to petsmart or something we usually just carry them in and put them in a buggy.