I've read this many, many, many times. And, I may get flamed for agreeing with it, but I think it's true.
Children don't "wander off". Children don't "get lost".
Parents LOSE THEM.
Parents get distracted with one thing or another and the child gets forgotten about momentarily, and that's when something happens.
As long as you and your DH are vigilant and in constant communication as to WHO has your son at every given moment, nothing will happen to your son. Trust me. It needs to be a never ending dialogue (along the lines of "do you have Billy?" "I've got Billy" "You got Billy?", etc.) You don't need a harness or leash, unless your son has a developmental disability that causes him to "elope", which is another issue altogether.
If it is JUST your DH, you, and your son, even easier.
This is about paying attention at all times, and not getting wrapped up in something so that your son gets forgotten about, even for a second.
My husband and I have been taking our 2 sons (4 and 3) to
Disneyland practically every 2 weeks since they were born. Our oldest has Autism, so he presents more challenges. We have never even come close to losing one of our children. In fact, I have taken my 2 boys on my own NUMEROUS times. You have to make your kids your #1 focus at ALL times. Don't get distracted by the "shinys" as I say...
Go, have fun, and don't worry. Take the basic precaution of explaining to your son what to do if you become separated (seek out a CM or a "mommy" for help) and STAY PUT, and take a digital camera picture of him every morning, so you remember what he is wearing. Other than that, don't go to extremes. You are not going to lose your kid if you keep in physical contact with him at all times. Keep him in the stroller when the crowds are heavy.