I used a collar on Gracie (who is 3 pounds) untill I was too pregant and could not keep up with her anymore (I always took the collar off as soon as we got home!). I had a collar expecially made for her tiny neck, pink with white polka dots with a matching leash!! It was a very soft cotton collar that was very light weight! (and machine washable!!!)
Since I have started using a harness I find that our walks are more enjoyable and I can walk instead of running to keep up with her. I found a wonderful harness at Petsmart but do not know the brand. It fit her tiny little body just perfectly and she cant wiggle out of it. I took her with me when I bought the harness so that I could try them on her to ensure a good fit. The only problem I have with the harness is sometime Gracie gets so excited that we are going to go walk that I can't get her to stay still long enough to get her into it
!!