Have you tried a harness? We have one for Maxwell for when he goes outside on a lead. He fought it at first but now associates it with FUN outside! I'd be leery of letting him out in it on his own though as he does try to scrabble through bushes and up trees. It wouldn't choke him, I don't think, but he wouldn't like it one little bit.
I was thinking of one, for when we start introducing her to the outside of our home, but worry about leaving it on without the lead when shes on her own..
Well, shes keeping it on, so good news. She catches it occasionally, when shes cleaning herself, and tries to take it off then, but we just chase right after her and put it back on. Need to head to petsathome over the weekend and pick her up a 'im microchipped' one as I dont think shell take too kindly to having a tag dangle from the collar (it had a bell, and that HAD to come off - she WASNT having that)