My baby, Georgie, has also slipped out of harnesses. I garden in the front yard, and I have this incredibly long leash, and I hook that to his regular leash and then hook him to this thing that I have screwed into the ground. He can follow me just about everywhere in the yard, so it lets him hang out with me. (I hope doing this isn't considered cruel...he's my first dog...it doesn't seem cruel...and I only put him on this while I am in the yard gardening..)
Strangely enough, the thing that has ended up working best for me is this jacket I bought for him at Walmart. It is the fake leather material, and it looks like a bomber jacket. The chest part is made of stretchy sweater like material. It has a full length zipper along his back. The leg holes are made of the stretch material too. And it has the clips for the leash. He hasn't been able to get out of that thing.
For walking, I use a wrap harness that hooks with velcro. I think it is called a Zap Wrap or something like that. I bought it off of QVC. I gave it to my friend who sews and asked her to make me some in seasonal fabric. So, now Georgie has a wrap harness for all the holidays.
I don't, however, use these velcro wraps when I have him out in the yard, because he can get out of them. I've looked around, and he's managed to get his front legs out of it, and the entire thing is hanging around his hind legs, one big pull aways from being completely free. They are good for walks though, and times when he will be constantly supervised.
I am reluctant to use the harnesses that are made of out of collar material. It seems like they still put too much pressure on the little ones.