
For a puppy I would use a cloth slip lead. Nothing expnsive (so when it gets chewed you don't get too upset) I believe RR's are showen on check chains and lead when in the ring however I don't like putting chains on young puppies. and normally won't buy them one untill I know their size so I only buy one per a dog!
A cloth slip is ideal, try to find one that is soft on your hands. I would be look at about 1 cm thick aswell :)
Good luck. I good place for leads is luxway cannie supplies. Can be found at champ shows and have a mail order aswell.