They have "breakaway collars" that are held together with little elastic rings. The collars are very light and your cat won't know it's on. If the collar should catch on something, the cat won't be stuck, hence the "breakaway" name.

Other than that, I can't think of any tips as my cats refuse to wear them and they're indoors anyway. In the 9 years I've had my cats, none of them have ever escaped. Besides, my door leads to a steep stairway with another door.