You're better using a harness to start out with - puppies don't know not to pull and act the fool on lead - that takes a long while to happen - and in the meantime, their necks are very susceptible to injury, so having any pressure on that part of their body is potentially dangerous. For a young puppy. I can recommend the Puppia mesh harnesses. http://petlondon.net/index.php/retail/walkies/harnesses/soft-harness-a.html I had these for mine from very young, until they grew out of them.
I agree - go for a harness As for a lead, get something that is thick enough to be comfortable in your hand.
The Ancol padded leads are comfortable. I went for the shorter one (1.2m) but wish I'd had a longer one (2m) which I could have used for teaching settle more easily. I now have the Halti double-ended lead which I love, but might have been a bit much to arrange with a puppy bouncing around on the end of it
