Yes. You can train your dog not to pull on the leash, and both you and your dog will be a lot safer for it!
Front clip harnesses take away the fun of pulling by moving the attachment from the back to the chest.
No-pull harnesses, like the Freedom and Easy Walk, also attach in the front at the chest, but they also constrict around the rib cage when the leash is taut.
Martingale collars, which should always be just below the jaw when leash walking, constrict when the leash is taut.