A harness is a good tool for dogs that pull a lot because a collar could cause injury to the larynx and/or neck. Make sure you get a harness that is properly fitted. Then take your pet to obedience school so that you can learn to better manage him.
No. You can just buy a collar and leash if you prefer. Harnesses work better for smaller dogs since they often have problems with Collapsing Tracheas and other throat problems. Harnesses don't pull on the throat so it's easier on the dog.