The very best harness out there and leash training tips can be found
here:
http://www.hdw-inc.com/walkingjackets.htm

Megan

                                   

The first step in the training would be to put the cat on a harness for a
few minutes each day so he can get used to it. Then extend the time to like
10-15 munutes per day. Just let the cat walk around in the harness. Then
when the cat is used to the harness attach the leash. Retractable leashes
often work best because the cat has a chance to go a little distance away
from the human. When you have gotten the cat used to the leash and harness,
I would then take him outside (with leash and harness attached of course)
and allow him to explore a bit. I did this with my cat Isis and it worked
out just fine.

Try putting the harness on him without the leash, just so he can get used to
the feeling.  My cat will often walk low to the ground, as though there were
a huge weight on her back, when I put her harness on after a great while
(which may only be a week or two).  If I leave it on, though, she gets used
to the extra weight and starts walking normally.

Once Casey is used to the harness, you can attach the leash and see how he
responds to it.  You might just want to let him lead you around, since that
is often what ends up happening, anyway.  Don't expect to be able to lead
him as you would a dog, but be very happy if he lets you.  If you want to
try leading him, just give a teeny tiny little pull (just enough for him to
feel a bit of pressure, but not so much that he chokes or gags) on the leash
(not a sudden jerk, but a pull that lasts a few seconds) and see if he
reacts to the pressure by following it.  I am very lucky in that my cat will
go wherever I want her to go.  I just pull a little on the leash and she'll
start walking whichever way I've pulled.  I will usually walk a few feet
with her, then stop to let her roam around.  If she looks like she wants to
walk a little further, I'll lead her a few feet more and let her roam around
again.  I never go past our driveway because I don't want her to think it's
OK for her to go that far (just in case she gets out on her own by
accident).

Someone here once suggested carrying your cat from inside the house to the
outside when you take him out.  Ideally, by doing so he'll think he can't go
outside by himself, but must be carried out.  I don't know how well it works
for cats, but a friend of mine trained her dogs that way and it worked.

rona

Once you expose him to more of the outside, he will want more.

I don't think going for a walk restricted by a leash is what your cat is
expecting either. He wants unrestricted freedom to explore that great
big world out there.

Ever think about building an outdoor cat enclosure / run that he has
access to from inside the house?