Either one would be fine. If the dog is comfortable with the collar and leash, it is a good choice. If he pulls at the lead, a harness might be a good choice.
This is really a personal decision and should be based on what you are comfortable with.
The harness is hard to get off for baths, etc.
These little dogs tend to be high energy so you might want to get a retractable leash, the lanyard type so that he can have a little freedo to run ahead of you and still be safe.
You will also want to start an obedience class with him. It will help the two of you bond and will teach him all that he knows to be a good citizen.
Let me know if you have more questions.