My cats walk fine on a regular leash. What I did is during the summer, they would cry a the windows and meow to get outside, so any time I took them out I would put them on the leash. We would sit outside and play for about 20 minutes, with their cat balls, etc, then i would bring them in.
They started to associate the leash with going out side, and now whenever they see the leash they get excited! I never had a harness though, I just attached a little dog leash onto their collars. They haven't escaped from them, but I know if they really wanted to they could.
Getting them to actually walk is a little bit more tricky!! I found the walk if they have something to chase, so I tied a little cat ball onto the leash and let it drag behind me when i walk, and they would run to try and catch the ball.
No one of them will run on a leash like she is a show cat! Haha! Maybe I just got lucky but this is what worked for me.
Also my cats are very clingy / obedient, so if they escape, which has happened before, I just yell "Pussington NO" and she stops dead in her tracks. Also watch out if they slip the leash, because my big boy cat Bandit, when he slips the leash he runs full speed right up the nearest tree.....NOT FUN! He then gets scared and starts crying because he cant work out how to get down haha!