This is what I use for my dogs,
I am sure others will have their favorites.

Leash: I prefer for odedience work and
daily walks a 6' leather leash.
For play: I use a flexi.

Collars:
Pepper uses a harness.
Rocky: For obedience work I use a choke chain.
For daily walking I use either a choke or
a Gentle leader for walking him.
The Gentle Leader is great for
behavior training.
Sheba: I use a Grey Hound collar made out of nylon for daily walking.

For everyday collars with I.D. I use
either their nylon break away collars for when they are alone, or a nylon snap collar with I.D.