Saw this article which is bit old but brings good points for harness vs collar.
collar vs. harness | blog for outdoor dogs
I put ID tags on both the collar and harness for my own peace of mind. But I only use the harness for any time I take him outdoors. I put both harness and the collar b/c the collar also has the rabies tag and licence tag which is required by law when we go to a more crowded places like outdoor mall. But I never put the leash on the collar.
Also, with Matese's statement about needing to pick up your dog quickly in cases of dangers, this happened to me few times and was glad I had them in a harness. Especially with Zoey who's only 5.5 lbs. So I think this is something you really should consider.