Have you tried the 'self training' collars (you know, the ones that look like some sort of medieval torture device, with the chain link 'teeth'?) I've read some studies that they are much, much more humane than a regular collar, or a choke chain, and prevent long term damage in dogs that like to pull.
I was skeptical, but I tried one out because the dog would pull so hard sometimes that she would get all wheezy from choking herself (on a normal collar). Went to the self training collar, she tried to pull once, immediately stopped, and when she has it on now, she doesn't pull - she's not in any pain, isn't damaging herself like she was before, and walks are about 100x more enjoyable for me now too.