Always harness over leash. A good harness they will not be able to wiggle out of as it goes behind the legs. If anything, a collar would slip off much easier. Especially in the future if you want to take the dog in the car, you'll need a harness and a safety tether that goes from the seat to the harness hookup point. A collar will break their neck if you get into an accident.

Dog parks are fine, and it's good for dog socialization. Just remove them if others get too rowdy.