If your little dog isn't too much of a puller and they don't get too crazy on a leash, you can use a martingale collar like this. I also like these a lot because they keep your dog safe ...

Cons of Martingale Collars: Pros of Head Collars: Cons of Head Collars: Remember: The best collar for your dog is the one that fits comfortably, is safe for their needs, and suits your lifestyle.