I have always used L'il Pals soft mesh harnesses when they were little. The smaller size fits puppies when they first came home, and was snug and secure for mine as little as 1 pound. They are quite adjustable, and strong enough to hold young ones. The next size up fit for quite awhile too. Since they are very reasonable in price, you do not lose a "major investment" when you have to replace them due to growing little ones!
I totally understand the trials of finding the right harness as they get older. Mine, at the moment, wear two different brands. Tyrone, my parti, is very slender with long legs. He can pull his legs out of the leg holes of many mesh harnesses, and must be watched like a hawk before he is set down on the ground after a car trip. Gus, my little cottony coat, has a much harder time slipping his harness due to his thick hair. Even with a puppy cut he has not yet left the harness behind.
