Wolfsoul, Desi Lu is my newest of 3 long haired chihuahuas and the Vet from day one said Harness only. Simply because these guys are so small and when I walk them, there is no way of knowing when a loose dog won't come out of no where to get one of them. With the harness, I can sweep them up quickly without strangling them.
Everytime I go to their Vets, he checks to make sure I have a harness on them and reminds me to keep them on a short leash. He has seen too many small breed dogs killed suddenly by a loose larger dogs so he tells us not to take chances.
I have never had a problem with Lucy Tu or Ricky but Desi Lu isn't having it.