I was all full of great ideas for my first two girls back in 1990/91 -- I got the harnesses was determined to be able to walk them outside. I think one of them accepted the harness okay, and the other wouldn't, don't remember now. But even with the harness and leash, you still have to get them to accept being walked around.
(There were other brilliant ideas, too, such as: toilet training. Yes, toilet training. I actually got about halfway there with them, but that's a tough one and I finally abandoned it. It's not as totally insane as it sounds (google it), but man, it's a long road to success.)