Hi Brendan,
I use collars with their names and my phone numbers on them (from Pet Alert). I take them off to groom but that's it. For walks I use halti's -- and in puppy class the trainer would not allow them. AND then there is the infamous -- Casey and the gentle leader....HA!.
Alot of owners who keep their dogs inside and have enclosures don't leave collars on their dogs.
I would recommend against choke chains or any chain type collar. They will break the coat, but even more as stubborn as Pyrs can be you could damage their throats.
Tea