I use a choke chain. Many people do not like them, but I decided to try it since I am a small woman and Mar is quite strong. In the winter he would pull me all around and I would slip on the ice, but with the choke chain, I have better control over him while training him not to pull. He has learned quite quickly with it on and I seldom have to jerk it tight.
I had a harness before - I was told it was better for training. I don't agree with that. In fact, I found that when the dog pulled with their mid section they had much more strength than just with the neck.