Among canine circles there is a debate over whether it is better to walk your dog with a collar and leash or a harness. Different owners have different experiences and you can always find someone to argue for or against but it often depends on the specific breed of dog you have and his personality that will determine if you should use a collar or a harness when walking your dog. While there does seem to be consensus that small breed dogs are easier to walk with a harness and it prevents their fragile necks from being yanked there are also owners of large breeds who choose a harness for their dogs.
The main benefit to using a dog harness is that is spares any undue stress on the neck of the dog. Unlike dog collars, a dog harness wraps around the chest and rib cage of the dog and does not involve the neck or trachea in any way. Many pet owners are concerned about yanking on a leash and injuring the dog's neck through the snap motion of the collar. With a harness the same yank would merely raise the dog's mid-section and bring him to his hind legs. If your dog tends to pull a lot and also wiggles his head to try to free himself of a collar your may want to try using a harness to see if that doesn't calm him down.
You also have better control of a dog with a harness since he can't slip out of it the way he can with his collar. Many dogs will attempt to wring free of their collar and if their heads are small enough in proportion to their neck, and the sizing you've done for the collar, they may be able to slip out and run free. Some breeds have a tendency to be more playful and others disobedient but no matter the reason, if your dog is making attempts to get free from his collar it may be time to try using a harness when you walk him. Another reason harnesses are often used with smaller breeds is their tendency to be more hyperactive. Teacup and toy breeds are known for fidgety behavior and over-excitability so it's not surprising that a collar would not be a good idea for walking these breeds. Straining too much on a collar during a walk can cause permanent damage to a dog's neck and then you will deprive your pet of an active lifestyle. If your dog is calm and mild-mannered a simple collar should do but if the breed you own makes walks difficult a harness may be the better option.