Our little dog is mental on the leash too - not with little dogs but beserko with big black dogs especially. I was very interested to see Dr Harry on BH&G (last week or the week before) had a harness with a self-tightening strap at the front - so works like a choke chain (ie tightens when the dog pulls) but because it sits around their shoulders it restricts movement rather than breath. So a more humane and effective version of the choke chain (and I was sitting there thinking, why didn't someone invent this decades ago???).