What else would you use as a leash besides a traditional leash?

Hmm aside from just a regular leash you could use a tie either as a slip lead (carefully!) or thread it through the clip on a collar.

A cute chain belt like this could also work:
link

Be creative! Nearly anything can be hooked to the collar and then use the other end as a loop for the handle, and it can be really fun to improvise with whatever is around

A pair of pantyhose/stockings.

If they've only recently been taken off, make sure the toes are the handle, and not right up against your bottom's nose.

I mean, unless that's part of the fun.

leather leashes, chain leashes, braided or twisted rope, short chains, a strip of silk

I've used a braided piece of hemp rope as a leash before. It works well.

There are a lot of bags/purses whose straps have the hooks to be removed and used as leashes.

Also some types of belts (maybe a kind with braided fabric or chains...).

Rope. Maybe a little chain.