I actually don't like them because they remind me of dog leads and harnesses. My DD hated the pram from about 1.5yrs old and she is a runner too. i also had a newborn when she was 2. i used to just stick her in a trolly if we were at a shopping centre or else i just didn't go out unless DH was with me or someone could look after DD while i went out.
Tegan hun I completely agree with you. Zander is a runner as well, but I wouldn't ever put a harness on him. We do the same, he goes into a trolley most of the time. If he's walking & does a runner, we immediately leave the shops / park / wherever we are. He has started to learn that is he runs away from mummy then he goes home. When I get to the point of pregnancy that I can't chase after him I'll make sure I have someone with me or he will stay home.