I saw one yesterday that was fab. It was made of webbing, but the bit that you put your hand through had a buckle on it (the sort that those luggage straps have) so you could unclasp it, attach your dog to something, and go and do your shopping, or whatever.
I've 'phoned round a few local pet shops, but none of them seem to have heard of it. Has anyone got one, and could let me have the name of the manufacturer?