I am not a fan of the halti (I wouldn't want it on my face either) or the harness (just gives them pulling power). I have used the martingale collar because they can't slip out of it and it is kind of a hybrid choke type collar so you can give some correction if you need or discourage them from pulling (below). If you are worried about your dog slipping out of a collar, you can use the harness and a second leash.
My collar of choice is a prong, even for a little dog, especially if you have a puller or a darter, they are more humane than a choke and when my dogs wear it, I rarely have to use it. You need someone who knows what you are doing to show you how fit and use one. I would also use the prong on a more mature dog, not a puppy.
There are many options out there - good luck finding one that works for your dog. I guess it depends on your goal and what behavior you are trying to encourage or correct.

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