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Before you start leash training your puppy, make sure that you are using the proper equipment. Do not start with an extension leash; these are strictly for playtime walking. Your puppy or newly adopted older dog needs to understand that the person holding the leash is in charge of the walk direction and pace.
Find a specialty pet shop in your area, preferably specializing in dog collars and leashes. The more specialized the store, the more knowledgeable the staff (hopefully). Many specialty dog shops also allow you to bring your puppy in for fittings, just make sure that the shop is clean prior to bringing in your new puppy.
Get a leash that comfortably comes to your waist when the dog is standing at your side or slightly behind you. For example; hold the leash handle in your left hand (at your waist), run the leash across your body to your right hand (at your waist) and let the leash fall down your right leg (forming an upside down L) to the height of your dog's neck when standing next to you.
There should not be much slack in the leash that you use for training your puppy. You want the puppy or older dog to understand that you are in control of the walk and the pace.
Once you have decided on the size of your dog leash, you have to choose the material. Again, at a specialty dog shop you will find more high quality leashes that will outlast the mass produced models. Many specialty dog shops carry hand made, heavy duty, and double stitched leashes with wear and tear guarantees.
The larger the dog, the heavier the leash material should be. Leather or even double leather is recommended for its durability. Knowing your dog's personality may come in handy. For example, many hunting dog breeds tend to carry the leash in their mouth in an attempt to lead you. (A breath mint strip can be placed on the leash where the chewing occurs, this will usually deter future chewing.)
With smaller breed dogs and puppies you can go as crazy as you want with colors and designs. Dog leashes have become a designer item in these days of the Kardashians. As long as you have concentrated on getting the proper size dog leash, feel free let your dog's personality show in the design. For the smaller breed dogs there are now clothes (and booties) to match the leash. Designer dog lines such as Zach&Zoey are coming out with beautiful well made heavy duty leashes to match their dog clothing lines.
If you want your puppy to look like the toughest puppy on the sidewalk, Harley Davidson makes a cool line of heavy duty leashes. Everything from spiked double-leather, to their famous flame logo on heavy gauge nylon. These leashes are nothing but cool.
Choosing the right leash for you and your new puppy is the most important part of the leash training process. The proper length of the leash is the most important, but a fun design can start a conversation when you are out for a walk with your dog.
Photo credit: By Tim Dobbelaere from Ieper, Belgium (Man's best friend) [CC-BY-SA-2.0 (http://creativecommons.org/licenses/by-sa/2.0)], via Wikimedia Commons