I use Buddy Belts. I just love them (I have three with matching leashes). I think they seem comfortable, they are great quality and put NO pressure on the trachea. I have never used a leash and collar on Rocky. Why risk it when there are Buddy Belts? I have put a collar on for fashion purposes, but never with a leash attached.
Buddy Belts:
www.buddy-belts.com