I think in the end, it comes down to personal preference and what works for your dog. If your dog will walk with a harness and both you and your dog like the harness, that's great - my dog and I prefer the collar.
The same thing can be said for leashes. I will not put one of those "extendable" leashes on Cooper's collar. You know the ones where you hold the plastic thing and the dog can run out as far as 18 feet or whatever - you can lock it and "reel" them back in, etc. My vet told me a story about how an owner brought his dog in after using one of those leashes - somehow, the dog's leash became tangled with another dog's leash - there was a giant knot of leash circling around and during the whole mess, the owner's leg was cut open by the cord from the leash and the dog's head was almost decapitated (the dog was fine, only some minor injuries). I won't put Cooper on one of those things now. Plus, he's trained to heel and he can't heel if he's got free reign.
But, again, it's personal preference. If that kind of leash works for you and your dog, then go for it.