Once I itemized the features of dog harnesses I realized the recklessness of not describing leash options first. So here I try to make up for the oversight.
There are many purposes served by the dog leash. While a leash seems simple, there are many options you probably don't even know about. From reflective material (even lights!) to sound emitting attachments that make your leash an electronic training device. But the basics matter.
The first decision to make is how long the leash should be. Long enough to reach the dog, obviously, but consider the work you'll do. If you need to work at a distance you'll need more length. If you have a tall dog, all that extra leash just gets in the way. If you work hands free, you'll need a connector for your belt. Your dog's size decides weight of the leash and it's hardware. And your personal preferences, the material from which and by whom it is made.
I prefer a 6' leather leash with a boat clip and detachable handle that I can use for a traffic lead. Already, I see I've lost you. As the Imelda Marcos of leashes, I can help.
After you've decided how long a leash you need and what material you prefer, the clip is the most important feature. Can you operate it with one hand? Is it easy to undo or redo and how does it handle water?
These are a few of my favorites. Far left is a horse harness leather leash with scissors clip AND matching leather baggie holder is classy. It's also a little heavy for tiny dogs. Next is a custom made braided leather (because it's two tone and stronger) leash with a brass boat clip (that locks) and a detachable traffic lead which serves as a handle. Also, heavy but won't hurt your hands like web leashes can when pulled suddenly. The leash in the middle is an odd one. There is no handle, just hardware that makes the leash suitable for walking two dogs or staking one at a camp site while you set up. Almost last is the police lead. This nylon version has a clip at both ends and metal rings placed all along it's length. These allow any size tether, handle or even a belt should you be in need. Finally, the bungie leash. Once you get used to the recoil, it's a terrific pull spoiler.
There are also add-ons you might look for. A coupler allows you to walk to dogs of similar size on the same leash; great for learning to handle a brace of Borzoi. Traffic leads are very short and can be left on a collar during close training but should be removed if a dog is unsupervised. A combination traffic lead and leash is much more common recently if you can't decide. A blinker can be added to a collar or leash or your belt for safety at night.
All the leashes previously mentioned require a collar or harness to connect with your dog. These so called slip leashes, make their own choke collars. They are used routinely in kennels so that dogs can be moved about safely and without putting collars and leashes on and taking them back off (safety requirement of many boarding facilities and veterinary offices). On the left is a show lead used to minimize the leash effect on a well trained dog. On the right, heavy duty for commercial needs. These are not the best idea for walking a dog since the slip function is not a training tool nor is it comfortable for dogs who pull. It can never be used as a tether because of choking risk.
If you are not ready for the Bungie leash, then you might like a stretchy traffic lead for a large dog or even Jerk Ease, which makes all leashes work like bungies.
Clearly, I don't recommend choosing just one. There are many materials and features that can't meet the needs of all occasions. To build your own leash, try Suzanne Clothier's QC line. If you don't want to use animal products, hemp leashes are great as long as you wear gloves when using them for longe line or distance work. You can find many choices on line or at your local pet store.