If you have to use one, I'd recommend a prong collar. They aren't as scary as they look! They are also less likely to damage the dog's throat when used correctly than a choke collar. A prong collar applies even pressure around the neck, a choke collar pinches.

Try one on yourself before putting them on your dog. Put a choker around your thigh and pull like you would with a dog. It will hurt, it will leave a bruise. Do the same with a prong collar. It won't hurt, won't leave any marks and won't pinch. (yes, I've done it).

Remember they are both for training only--they should never be left on a dog in place of a regular collar!