We have all of those, except the new Sensation-Harness(which I want to get to try out). I'm of the dog training mind to learn EVERYTHING, take what you can use, then store the rest in the back of your head. No two dogs are exactly alike and what works for one might not work for the next.
I was taught that the dogs that fight the halti/gentle leaders the most are the most dominant dogs. In my experience I've found that to be true(ahem MOJO). However, I've also found that the halti in particular is the best training tool to use when working with aggression. They also work well on calm, laid back dogs and I really like them when training deaf or deaf/blind dogs because it can teach them to focus on you easier than the other types of collars. I use the Halti on Tenchi when we're going out to were there will be a lot of people. The reason is not because he needs it for control but because in a sense it's his "work" collar and he knows that he has to be on his gentlest behavior.
Prong collars are great for training dominant and/or pushy dogs who are NOT aggressive. IMHO prong collars on a dog with aggression issues end up exacerbating the problem. The dog lunges at the object it dislikes(people or dogs) and then feels pain, the dog then associates the disliked object with pain causing a snowball effect. Prong collars on a submissive or overly sensitive dog seems to cause the dog to be more submissive and sometimes even skittish.
I just really don't like to see chokers/slip collars on dogs, unless I know that the handler is properly trained to use them. Even then it's easy for a correction to cause excessive damage to the trachea. I personally use it to wean off the prong collar since the dog still associates the metal noise or feel of the choke chain to that of the prong. Unfortuanately this is the only one out of these 3 training collars that are allowed at obedience shows , so most people just see that and think they're ok or they're what you're supposed to use.
My favorite collar is the martingale/sighthound collar or even a limited slip, and I wish more people would use it. It allows a bit of correction and is more comfortable for dogs than standard buckle collars.
Harnesses are good to get your dog used to and as stated before, I haven't tried the Sensation one yet. However the normal ones are just not good for teaching dogs NOT to pull, they usually have the opposite effect. Yet more and more vets are recommending harnesses after seeing the numerous injuries that can occur through the misuse of the other training collars. There's actually been some chiropractors who've said that all collar types should go, especially on the giant breed dogs. But then there's a huge outcry from people saying "no collars, then how will I train my dog?
". Well there's always clicker training...
Anywho.. what was my point??? lol The point... oh yeah, there's a method and madness behind each collar and if used correctly will yield results.
And you know how I was saying that we had all those? I feel like Tenchi is a barbie dog with all his different accessories. lol Check them out! And the last shot is how he feels after trying them all on! lol