Look at this awesome leash!!!!

I don't remember where I got mine, I've had them forever. I have several of them. I think they are supposed to be "skjoring tow lines", they have a short "bungee" section built in.

I bought a leash like this one once, it worked the exact same way.  It was awful.  I had a hard time controling my doberman.  He pulled (because he saw a cat) so hard that he pulled me as well.  The leash doesn't really buffer the jerks and pulls the dog may do.  I only have big dogs and this type of leash is not worth buying.  Maybe this type of leash works better on small to medium breeds.

Joyce, I've got leashes for Odin and Loki that are standard 6 foot nylon leashes. But they've got a nylop loop close to the clasp that you can use as a handhold if you need to keep the dog close to you. It's really great for control and you don't have to risk cutting off the circulation in your hand or getting rope burns.

I think I got mine at Petsmart, but you can probably find them other places too. I don't know if you've seen them before, but from what you described you walk Max the same way I walk my boys. And these leashes have really saved my hands. []

 
We have one of those too!! We love it, at first we were kinda iffy about it but now, especially since we go to pet stores with Nelson, it's nice to be able to have that one loop closer to him so you can get him closer!!! I think we paid like $20 for the 6ft. It was worth it though!!!

I've used a similar type of leash that I made from 1" tubular webbing with heavy duty bungy cord sewn into it. It is great for when you WANT your dog to pull, like skijoring, bikejoring and skateboardjoring (the scariest of the three!). It takes the shock load off you and the dog, and helps with changes in speed over terrain. I've used it a bit as just a regular leash and it is hard to say if it encourages pulling any more than a regular leash or not. My dogs loose leash walk pretty well for the most part. Some times Luna will pull and it definately takes some jerking away. I wouldn't ever use it for real training work though, forthat I prefer a leather or simple nylon lead.