We have a harness for our little guy and we all love it! It's the kind that has a little vest like thing that goes around his waist and shoulders. We tried one of the wrist ones, but neither of us liked that at all. Also, ours is made of nylon (more like a regular leash) instead of the stretchy phone cord type stuff.
For us, it has been so great because Paul was a micropreemie (1lb and 7oz, 11 inches long) and he is still very, very tiny. He's turning 2 next week and he is still only about 29 inches tall. He loves to walk and doesn't want to spend all day in his stroller, even though he does ride quite a bit. Because he is so small, it is very physically uncomfortable for him (and for us) to walk around holding his hand because we end up all stopped over and his poor little arm ends up stretched straight up over his head. And, of course, at not even quite two years old he can't be trusted to just walk along with us. So, the harness has really been wonderful! It gives him the freedom he wants and needs while keeping him safe and comfortable. I will also say that we always roll the excess of the lead part up around our hand and only give him very litle slack, so he can't wander off too far and risk tripping anybody, etc. Also, we never use it in crowded areas. If there are tons of people we either carry him or put him in the stroller.
We used on our WDW trip in December and have used on countless trips to the zoo, fair, mall, etc. So far we haven't had any rude comments. We will be using it again on our next trip to Orlando in June. Let me just say that if anybody is obnoxious enough to make any comments to me or my family, they are going to end up mighty embarassed by the time I'm through with them.