We use a retractable leash for walks. It took me a while before I was used to it enough to go down the street. We keep it short for the busy streets, give her a little more freedom on the quiet side streets and let her go full length when we get to the park.
Punkin is terrified of the end we hold - it does make a huge bang when you drop it on the kitchen floor. She still lets us hook her on though - I guess she knows it is a sacrifice for getting to go for a walk.
Punkin is always on a leash when we go out the door. We live on a very busy city street (busy for Halifax, NS

. Scary!