Just to update . . . martingales have extra stuff (chain or material loop) that can catch on things way more easily than just a fitted collar. If tightened to the point the loop lays perfectly flat, if snagged (remember, it is a LOOP) it will choke the dog. If adjusted loosely enough that the rings actually do touch and choking is not that likely, the loop is looser and saggy and the risk of snagging is higher. They can seriously damage themselves just trying to free themselves.
Personally, I want collar/tags on 24/7 in case of break in, broken window, slip out a door, any of that. However, I use a breakaway that takes a fairly good tug. The dogs wrestling around have popped the breakaway a few times.
As to walking, if you want to walk by the neck, a martingale will prevent slipping out. You can work up to it. If you don't like the neck control or the dog doesn't. I am still sticking by the Ruffwear Webmaster because those 2 belly straps are absolutely the best slip-out prevention. The back strap must be adjusted snug but not tight.