
We have used thin fabric ones but I found these to be uncomfortable on my hand...
Now (for the last 10 years!) we have used the same short/thin leather lead with different leather collars depending of the dog/size of the dog on the other end :).
Just as a sample of the kind we use here...
http://www.hideandcollars.co.uk/showset.htmhalf check or round slip collar... If using half check make sure you dog can't pull his head through it though.
I only put the show collar on when doing the final brush and when we go to the ring so really they are only wearing it for few minutes!
It really depends what you and your dog find the best and what kind of dog he is when in the show.
If he gets exited and pulls etc you might want to go for something that is not going to make your hands hurt and definately not a thin fabric one!
Something strong enough and comfortable but not too stocky.