Yesterday I bought a cat harness. Why would I buy a cat harness? First off, I've heard they are useful for car trips with your cat. Secondly, my cat has seemed interested in going outside and he really doesn't get as much exercise in the small apartment as he did running around the house.
He was not thrilled with the harness being on at first, but he got used to it quickly. We went out for a brief test walk. He sniffed around some in a grassy area and walked along a rock ledge.
I was most surprised that he was willing to walk up the stairs of his own volition (especially since they are open stairs). He remembered where our apartment was and how to get back and bounded right up the stairs to our door.
So far, I'm pleased. Here is a link to the manufacturer website: http://www.premier.com/View.aspx?page=cats/products/training/cwmk/description. I picked mine up at Target for $7, but they only had medium size. I had to cut and re-sew the body harness because it was a bit too tight due to the material looped through the adjusters. It is nylon so I was able to seal the cut with a lighter to prevent fraying and I used heavy duty fishing rod thread which seemed to work well. PetCo also sells them, but they also only carry medium size in stores.