We used the prong collar on our Westie for quite some time, and used it for a short time on Chester. But, by far the best thing we've gotten to discourage his pulling is the Sporn No-Pull harness.
What a difference. Night and day change in our walks AND it doesn't choke him at all, so no trachea damage. I've put it on my arm on the soft part inside (by my armpit) and it doesn't hurt, just feels slightly uncomfortable when you pull against it.

Their website is www.sporn.com

We bought ours at Petsmart for around 17 bucks.

I really don't like any type of choker, even the Premier ones. They just don't seem to stop the pulling.