Hi.
We started off with a lightweight nylon collar and lead and then after a few weeks(and alot of growing!!!) we moved on to a thin leather collar and a small-link chain lead. We now have a leather collar and a chunky choke-chain+lead for walking,which for our dog works the best and she hardly pulls at all. I tried her with just the lead clipped to the leather collar a while back and she pulled all the time,so I went back to using the choke-chain.
I have been told to try a halti on her but don't like the look of those and I've also thought about a harness but some people think they don't work that well but I might give one a try.
I would start with a lightweight collar and lead and then as your dog grows,move on to something more suitable,depending on the strength of your dog and whether he pulls on the lead etc. You might just have to try different things to suit your needs. Petshops tend to offer good advice should you need any help over the coming months.