My yorkies use Buddy Belts and they're definitely worth it. The leather is very nice and seems really durable compared to other harnesses I've tried. They adjust easily which is good when they're wearing clothes. Also, they work very well with their Lookout car seat. I got my Buddy Belts from
http://www.metropawlispetboutique.com/buddy_belt.html. They have the lowest price I've found. I got mine for $23.90 (size 2) and $33.90 (size 3).