For training, I really like the easy walk harness. It protects their trachea but still clips in the front. The harnesses that clip in the back encourage pulling - think sled dog.
Easy Walk Harness Product Description - Premier Pet
My Beemer is 3 1/2 pounds and wears a petite. Actually so does Sadie and she's 4 1/2 pounds. They are quite adjustable.
It is important that they are fitted correctly. The front goes across their chest - not around their neck.
Easy Walk Harness Sizing Instructions - Premier Pet