Shopping with Mom, my sister and I were decently behaved (in her case, presaging a life spent in malls and high-end stores), but our little brother was a TERROR. So on the harness he went!
Family friends found the leash weird, but they never had to hunt the boy down while he was hiding inside a round dress rack.
(We usually found him because he couldn't keep the joke to himself, so when some unsuspecting woman would take a dress, he'd whisper, "No, don't take that one.")
I just thank goodness Mother Slim didn't keep the thing and give it to Mrs. Slim... I still have a tendency to wander off in stores. Drives her nuts. Fortunately, she can usually track me down by going to the tool asile.
My wife and I harness our 3 year old. She is able to move about, but never too far from our reach.