All my dogs have been taught to walk on a flexi with the exception of Tinsel. We used a lunge line with him. I do have a strap attached to the handle that wraps around my wrist so that if my hand drops it, it is still attached. The newest one did not come with one so I bought a puppy collar and put it through the handle, over my wrist and snapped it up. Every dog here has the nicest leash manners because handler pulling tends to cause the dog to pull back. Hard to do with a 16 foot lead.
I do not care for harnesses unless they are Freedom Harnesses. However, shelties, especially, easily get out of collars it seems. We have had a number of dogs of different breeds get out of them around our little town. Coated dogs are often not fitted well and many harnesses are loose in the shoulder - chest area. This is why I prefer the Freedom Harness. It is nice and snug where it needs to be without chafing.
One word of caution. When teaching your pup to walk with a flexi, be aware of the fact they often dart sideways toward the road and this can be dangerous. Do not be taking the dog down city streets with it until you are able to tighten the length by putting the stop on without it being a pull on the dog. You do not want the puppy darting into traffic or tangling up with another dog or obstacle. These leads are great for going around a park or down the trails but are a bit of a hazard in town.
As for collars, I use a martingdale on Tinsel that does up like a snap collar. It allowed me to fit it to him well and then just put it on as opposed to having to adust it all the time. For a baby, I would get a small collar with a regular buckle instead of a snap. They do up better and are less likely to come over the head.
I never leave a collar on the dogs when they are in the house. Apart from the hair damage and discolouring it does, I have had 2 experiences of animals getting caught up - one on a heat vent when the tag slipped through and then turned and the other on a cupboard door handle - that made me decide it was not worth it.
Good luck wth your new baby. We will expect to see pictures.