For puppies a collar is always the best way to walk the puppy since harnesses can become uncomfortable on a puppy especially if you go for longer walks.
Although once your puppy gets old enough and if they begin to pull hard then you should switch over to a harness since the collar can increase risk of injury to the dogs neck.
Never leave a harness on your dog overnight though or when they're not under supervision because they can get fur or toenails caught in the harness.