I too recommend a halti. I don't have a large dog, so I've never used one, but I know people who have used them and have had great success with them.

As far as the little slip collar from the vet goes, it's too thin. It would work fine for a 10 lb. dog but probably not too well for a 40 lb. and growing dog. He needs something thicker that he can feel and respond to. I don't see the problem with choke chains for training as long as you use them properly.

Be careful getting him a regular collar, get him one with room to expand as he grows. He shouldn't be able to pull out of it if it is tight enough. Defiantly get one with a buckle, not a plastic snap.

I'm not a fan of harnesses at all, they are too easy to pull out of even if they are tight. I do use one on Nacey because she's a pug and she really shouldn't have anything around her neck, but I hate the thing.