Do harnesses help or are they awkward?

harnesses can be awesome, make sure to get one that works for you and take the time to learn it.

Versus a "Strapless double"? Usually they help to keep the dildo in place even if you're using a strapless double, especially if you're using it anally.

Compared to handheld dildos? Depends on what you want to do. If you want body-on-body contact and/or free hands to play around, then yes they're a great help. If you want to have the toy on your pelvis then yes, great help. If you're happy with handheld and don't particularly need or want anything that a harness offers then it's another piece of equipment to mess with and another set of skills to learn.

In short, it's your call.