I vote for the harness My mother has a little chihuahua and I made her get a harness. With their little necks I just don't think a collar would be the safest way to go. If you or the dog pulled to hard it could hurt his/her little neck.

There are breeds where they suggest you use a harness not a collar I wonder if the chihuahua is one of them ?? I'll have to find the list and see. I know the boston terrier is on it but Im not sure about the chihuahua.