There are so many collar options out there I can't believe that so many dogs don't wear collars.
I just ordered Loki a Tazlab collar that I'm really excited about. And there are nylon martingales that can be VERY loose unless you attach a leash to it and then they can't slip it off. But if they get caught they can get out of the collar.
Loki's collar w/ tags is on him 24/7. Even when I bathe him I stick it in my pocket and then put it right back on him after I blow dry him. When it's warm out we go out for 1-2 walks a day plus we don't have a fence so he is outside on a leash to potty too. I can't imagine trying to always make sure his tags are always with me when we go out.