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The type of leash and collar that you need depend on your budget and lifestyle. For most people, a regular nylon collar and leash is more affordable and will do fine. If you do quite a bit of walking in the evening, consider purchasing a leash and collar that is reflective. For the active dog walker or those of you who want to bike with your dog, consider a retractable leash for flexibility. Some canines are better suited to harnesses. Dogs that have easily collapsible tracheas like Pugs and Boston Terriers are better suited to harnesses. A leather collar and leash tends to be more durable as well as expensive. If you want something that will last and don't plan on any muddy outings, leather may be an option for you.
Be aware that retractable leashes are not the best choices for training and control, although they are great for times when you want to give your dog a little freedom, and for potty breaks. Harnesses can sometimes actually encourage - rather than discourage - pulling in a dog. And although tools can be helpful, they are no substitute for good training and control of your dog.
Most collars can affect tracheas because they are rarely placed where they should be. If you have a dog at risk of trachea collapse, you could also consider a British slip-lead. Make sure that the slip lead sits very high on the neck. Find the little knob on the back of your dog's head - the slip lead should be snug, not tight, just behind that knob and under the jaw. If it slips lower than that, adjust it back to where it should be.
Another tip: Never use a retractable leash with a choke chain, pinch collar, or prong collar. One is designed to allow the dog to pull, the others are designed to stop pulling.