I always used just a simple nylon band quick release (the kind with the black plastic clasp that you squeeze the sides to release). They outgrow them so fast (and some of mine liked to chew them as well) that cheap and cheerful worked well until they got older. By the way, the collar was for their ID tags, not for the leash - for little pups I like harnesses better for walks. Easier on their small necks and more secure than a collar.
I agree with Emily. Don't get anything pricey. Cheap and cheerful for starters. And look at a simple harness.
Cheap and light for the collar to get pup used to it. And a mesh type harness for walking in, like the Puppia ones - this protects their delicate throat when they're little and prone to throwing themselves against the collar.
