I've had cats most of my life. I started with the leashes when I was about 13; you could say the cats and I sort of learned together.
I don't have any photos from back then, but I had a Snowshoe named Sgt. Pepper who would ride in a basket on my bike. He went to school with me sometimes on his leash (I lived within walking distance of my high school).
Harri is my 15 year old Siamese. I got him when he was 9 weeks old and pretty much put a harness and leash on him as soon as I got him in the car. We actually took him camping for a long weekend before we ever got home. Since he was so young, he didn't know that a leash was "unnatural" so he never had a problem with it. He went camping, to family events, and to parties, for the first several years of his life. Later, I lived in San Francisco, and I'd take him to Golden Gate Park (we lived two blocks away).
Harri is probably my most sucessful leash cat. He's arthritic now, and doesn't like to walk much; he also doesn't need a leash because he won't let me get too far from him. I also have a tabby-point Siamese, Patrick, who was adopted when he was 3. He's not a huge leash fan, but he tolerates it because it means he gets to go outside.
I think the key to walking cats on a leash is that they have to trust you. It tends to work better when they start as kittens, because they come to think of you as "mom" and won't let you get out of their sight. But I've gotten older cats to go out on a leash, too. Basically, it all comes down to mutual trust (the cat trusts you to protect it, you trust the cat not to bolt or panic). This trust is pretty much built in when you raise a kitten to cathood, but it can be earned later in life.
I got Tessie last May; she was a retired breeding queen from an Asian/European Burmese breeder, and she was a year and 9 months old. She was, right from the start, remarkably gentle and easy going; she was flown across country to me on a Friday night and was completely at home and at ease in my place with Harri and Patrick by the end of the weekend. So a week or so later, we took her to Petco. It was her first time out on her leash and harness. She did amazingly, impressively well considering she'd never done it before. She was very happy riding around in the shopping cart too, as long as it kept moving. When we stopped, she'd try to jump out. There was, however, one place we could park the cart without worrying about her getting bored and trying to explore...
I also took Tessie to Cambridge Common, a park near my house. I settled us down under a tree. Tessie kept trying to burrow under my Sox hat.
That lead to her living up to her name (she's named after a song they used to sing in Fenway to rattle the visiting teams back in the early 1900's)...After a while, she got braver and started to explore. We walked there and walked back, me carrying Tess in her bag; she loves to ride in her bag with her head sticking out. When a noisy car goes by, she pulls her head back in. When we got to our street, she started to recognise where she was, so I let her jump out of the bag and walk. She walked really, really well without much prompting at all, on the leash with me the remaining half block to our house, and then up the steps to our apartment. For a cat that never had a harness and leash on til last weekend and never went outside...I was impressed.
Harri had on a ferret harness when I first took him out, because nothing else was small enough. When my boyfriend adopted 7-week old Kylie, I couldn't find a harness that small. We had to wait til she got big enough to fit into a harness before we could take her out on a leash. My boyfriend didn't know how to walk a cat, as he'd never done it either, so they learned together.
The most important thing to remember about cat walking is you have to go at the cat's pace (which might be ten feet per hour). You can suggest the cat come with you, with gentle tugs on the leash, but they're not usually going to trot alongside you like a dog would. I say not usually because sometimes, and especially on the way home, they'll run along side you because they know where they're going. But usually, if you have a place you want to get to in a hurry, you have to pick them up and carry them.
Harri once walked about 40 blocks in SF because he did not want me to carry him. So again, depends on the cat.
Usually, the fun of outdoors is enough to get them to behave nicely (here Kylie discovers wild scratching posts). I also don't recommend trying to manage more than one cat at a time; it can be done, but it's just better to have a 1:1 ratio.
As jadecat said, we took the girls out this past Saturday, as it was the first nice weekend day this year. They did really well, considering the last time they went out was last August.
It's funny how they change as they grow up; turns out Kylie is fearless indoors, but outside, she stayed close to "dad."
She got very worried if she got too far from him.
Kylie bravely looks out at the world from the shelter of dad's legs.
Tessie was much braver. After a while, I trusted her to go off the leash, and she explored all over the park. I'm still amazed at how good Tessie is on the leash, considering she'd never been on one til she was almost 2. I was actually able to walk to a trash can with her, throw away my empty bottle, and walk back to where my boyfriend was.
A way to test to see if they can go "off leash" is to drop the leash (you can step on it a lot easier than you can catch a cat) and see how they do. I've found that if they're 100% indoor cats, they won't like to let you out of their sight. I used to get Harri to follow me (following their mother is a sort of survival instinct for kittens when they go out to learn to hunt; basically it's hardwired into them that there will be no danger if mom's around) by simply dropping his leash, walking away, and saying, "Bye, Harri. See you later." He'd YOWL and run to catch up. "Don't leave me, mom! I'm coming!" Come to think, I think my mom used to do this to me when I was little and wouldn't keep walking...You can also use this to play tag. Run and hide behind a nearby tree. Peek out and watch the cat. Then pop out and call to him/her. Odds are, he or she will be relieved to see you and run right to you.
I had no qualms about taking Harri and now Tessie off the leash, but I wouldn't try it with Patrick. Patrick is...well, he's the only cat I've ever known who falls on his back; he's gotten lost in the house before, so I wouldn't risk it with him.
Basically, it depends on your temperment, your cat's personality, and the bond you two have. But it can be done. Be alert to dogs, though. Harri wanted to kill every dog he saw and would go towards them. Some cats will be afraid. Tessie and Kylie are neutral (Kylie was born in a house with a dog). Some dogs will want to play with the kitty. Some might be cat hunters. Don't trust the owner's word on whether or not the dog "loves cats."
Oh...one final warning. If you go out to a public place, be prepared to talk to people. They will come up to you and ask you questions. My boyfriend hates it, but I'm used to it after 20+ years of it. The questions will range from what kind of cat you have, how old and how long you've been walking him or her, and such to "can I pet him/her?" and "can I take a picture?"
Feel free to hit me up with any questions...