Both you and your dog will benefit from regular exercise. Walking at a brisk pace is a great cardiovascular workup. Jogging and/or running can be good exercise but your dog needs to be physically mature (the growth plates in his long bones need to be closed) and of a size/type suited to such activity.
Resolve to teach your dog basic leash manners and hit the road with your dog.
While the use of equipment may be useful in helping train your dog not to pull, etc. equipment should never replace training itself. Again, if you need help training the basics, enroll in a good obedience class or arrange for in-home lessons.