I use buddy belts for two reasons 1. because although the fabric harnesses and vest harnesses etc. are super cute, that much fabric (especially in the summer months) seems like it would just be too hot for them, and 2. because it is a step in harness, made of leather, and doesn't go anywhere near their throats. They are a little expensive, but I'm really happy with mine and I think it was worth the money. Ruthie has a little baby pink one and Oscar has a tan one.
http://www.buddy-belts.com/m_15.asp