At the shelter, I always recommend the Gentle Leader first, and then the No Pull harness. Are you sure you fit the Halti on him right? They aren't supposed to be able to slip out of them. It is pretty difficult to learn the exact right way to fit them on.

I've recently learned of another harness that has been around for a couple years. It is called the Sense-ation Harness. It doesn't stop the pulling QUITE as much as the Gentle Leader, but it stops a lot of it. The good thing is they don't have to get used to something on their face.

Here's the website:

http://softouchconcepts.com/