We also have tried a few different methods (for quite some time for each). The stop and turn thing, I thought was a great idea, but it didn't work with us either. She didn't mind changing direction she just liked leading in ANY direction. We finally got the harness type leash (not the head harness) and it has stopped her completely from pulling. It's kind of wierd because she still CAN pull but now when she gets to the end of the leash (we have a 16' leash) she will stop and wait for us to catch up (uless there's another dog or something that's very enticing and even that pulling is not as aggressive as it used to be with a traditional collar/leash.