Okay. Take it from a guy who has done them ALL.
Regular nylon: Hoosier would pull and choke himself when in eyeshot of another dog. His eyes would get terribly bloodshot and he would hack afterward. I was scared his was doing serious damage to his throat.
Gentle leader head collar: Terrible move. He tried to get it off every five feet and would go as far as scraping his head/face against cement in an effort to scrape it off. When he became excited his would still pull and hurt himself more (it tightens over the bridge of the nose and back of the neck) and go into a fit trying even harder to get it off. Never made the connection between pulling and the discomfort.
Gentle leader body harness: It actually worked. It has a martingale kind of setup in from that that applies pressures to the shoulders (a sort of squeeze) when Hoosier would pull. He would not pull on the lead when around another dog and made the connection between his actions and the devices reaction. Downside: I don't know what kinds of longterm damage the shoulder-squeezing may cause. He also had limited mobility in that he could only bend his front legs at the elbow. THis made it difficult to get in the car, run hard and jump. Not much fun for him at the park.
Martingale collar: Eureeka! If he pulls he feels the pressure immediately, but not torturous. Some call it a humane choke collar. I can accompany the collar correction with a word and work on preimpting the pull with a command (Heel). For now I stop, he feels the collar tighten and he sits or comes back toward me. I have a very excitable Boxer that isn't motivated by treats, so I have to employ other methods. Its helped tremendously and I plan on ordering a "fancy" collar from Shaka soon (the one I use now gets trashed at day care; I need on for show off time). He's only 8 months, so we haven't mastered walking on the leash but we're well on our way with this collar, and can get through a 40 minute walk successfully. The dog park is another story...
Hope it helps!