There are a few different types out there. I'm not a big fan of using the chain or prong style collars, they have to be pretty uncomfortable.
I am however a big fan of martingale style collars. They are basically a flat style collar that has the D ring attachment on a loop, that when pulled squeezes the collar tighter but it releases as soon as the dog stops pulling. They are also excellent for dogs that like to back out of collars.
I also LOVE the mendota british style slip leads. They are alot like the simple slip leads used by vets and shelters. The mendotas are typically much tougher and made with softer fabrics. They have a stop to keep the ring from sliding too far open and they release quickly when the dog stops pulling.
There are also headcollars like the Halti but I really dont know if I can see one of those staying on a bully's short nose!
I'm not a fan at all of the shock, noise and spray collars. Most times they are used improperly and the end result is worse than the reason the collar was used. The only one I see that should be used is the noise or spray bark collars. But the dog learns that as soon as the collar is off there is no repercussion.