If trained at a young age, cats can enjoy going on walks with you.  While I'm still trying to get my other two cats to walk on a harness comfortably, one of my cats loves going for walks for hours at a time.  All pet stores carry different brands of adjustable harnesses for cats, but I prefer the Whisker City Adjustable Harness (pictured to the left, it is available at Petsmart for $7.99 in a variety of colors) and have had not problems with them during the past two years.  They have a hook on the band that goes around your cat's midsection, allowing you to hook a leash to safely transport your cat around.  Please remember that a leash should never be attached to a collar - your cat can slip out too easily if you have a break-away collar (which you should).

What leash you choose is up to you - there are some that are a fixed length, or you can get one of the leashes available for dogs that let you control the length of the lead (pictured at left are the Flexi Retractable Leads, available at Petsmart starting at $11.99).  A fixed length cat-sized leash is fine for you cat if you are using the harness and leash to transport them places, but I highly suggest one of the retractable leads if you take them for walks.  They really do walk you, and it's just easier to be able to let them go a little bit especially when they want to explore.  When looking at the retractable leashes that are available for dogs, you should make sure to note the size of the metal piece that snaps to the harness so that it isn't too big for your cat.