As for collars that's a very good point, get something very strong, we have a shepherd puppy and we "tested" her collar out in a fenced in yard and she was able to break it free no problem at a moderate jog if a treat was involved. We found her a really good collar though on the clearance rack at petco, it's NOT a buckle together collar, it connects like a belt (with the holes and the little bar that goes through), but it's made from super thick nylon with extra re-inforcement, plus all the holes have metal gromets installed so that the bar can not pull through no matter what. This collar would hold back a small car so we're pretty confident it'll keep her safe.
Also depending on the breed of dog some might be able to back out of a collar, in this case you must use a harness, thankfully our beast's head is much bigger than her neck (we love our little bobble head)