My Max is leash trained. I often put it on him and let him wear the harness (a dog harness as he's too big for a cat harness) around the house. Once he was comfortable with it, we just went out on the porch and sat with it on. Eventually he would get curious and we'd go for little walks. Really, he was great with it at the beach, or when we moved, in our yard, but he is very skittish and cars freak him out (like he'd be willing to strangle himself to get out of it if a car makes too much noise and he can't reach a safe hiding place). I always got really funny looks from people when I'd take him to the beach, but he loved it. At this point, he could be let outside on the deck or in the yard and wouldn't run, even w/o the leash on. Mostly he just wants to lay in the grass. Our neighborhood now doesn't have sidewalks, and the asphalt is too hot for his paws, so we don't take him for walks. Max goes to the vet on a leash because he's claustrophobic and beats himself up inside a carrier. The vet and techs are always amazed when they see him in the harness--apparently not many people do this where I currently live.
Truman never got fully leash trained as a kitten, and at this point, he freaks out pretty hard if the harness gets put on. I got pregnant shortly after we brought Truman home, so I never trained him as well as I should have. He's a natural predator, tho, and doesn't do well outside--he wants to bolt for the empty fields and will strangle himself with the harness so that he can run.
My Potter (GA) was also leash trained, again with a dog harness. He LOVED it. Actually, I think he thought he was a dog because he'd go anywhere we did and not freak out as long as he was with us. He was lazy tho, and didn't like to go for walks. At our old house we'd let him and Max out in the fenced in back yard and let them run free--the fences were high enough neither could jump them.
All of my cats have always tried to run outside whether they have a harness on or not. I've had to retreive Max and Truman from my front porch more often than I'd like to admit. They just want to go out and play, but they don't have front claws, so I can't just leave them out there...