I bought my girl this harness in XS shortly after we brought her home:
Amazon.com: Comfort Control Harness, X-Small,... . She was just under 3 lbs at the time. I thought it was pretty similar to the Puppia harness, but the price was better. It IS a nice harness and Audrey was fine with it. BUT, when I started putting her top knot in I figured out pretty quick that we needed a harness that didn't have to go over her head. Puppia has a step in harness, but I don't like the look of it. I ordered a silk harness from here: http://shoptickledpinkboutique.com/store/WsDefault.asp?Cat=TeenyHarnesses&Sub=128&isThumbs=No&Thumbs=. I got the medium hoping it would grow with her, but I couldn't adjust it small enough to fit her

So now she's wearing this one, and it's working out well:
Amazon.com: Xsmall Pink/Brown Puppy Paws Dog... .