Five of mine are leash trained - all the ones I brought from Bosnia, plus Milo. It is pretty easy usually, I get them used to wearing the harness on its own in the house for a few days, ignoring the funny belly crawl they often do at first, and then add the leash and 'walk' them indoors before going out. I have never had it take more than three or four days of several sessions a day of wearing till they completely ignore it. That is important as then they will not be terrified and either refuse to walk or pull so hard and so suddenly that they break the leash or harness, or jerk it away from you. Some cats will still manage to get out of the harness, and then I find that the figure of eight type harness is better than the traditional 'H' shaped one. I have seen people try to train their cats by attaching the lead direct to a collar but that is a very bad idea for I think obvious reasons.
Walking a cat is a misnomer as the cat walks you and you really have to go where it goes, though you can encourage it to go in certain directions. Sometimes that works, sometimes not. And cats do surprising things - I was walking Ellie once in my field when the grass was quite long, and she actually managed to catch a mouse while on the lead - I only felt a slight tug!
I always harness train a cat before letting it out alone, and take it out so that it know its way home. There are so many stories of cats here on TCS who have never been out, escape and are never seen again, because they bolt and have no idea of where they are. If a cat knows the smell of home and garden, and the plan of its environment, it is far less likely to get lost, in my opinion.
Having cats harness trained is invaluable if you have to travel with them - it takes so much hassle out of keeping them safe in the car. I brought mine from Bosnia across Europe to France, a two day trip, and kept their harnesses and leads on all the time in their cages. It meant I could get hold of them so much more easily and safely at rest stops, and I was able to exercise them when we reached the hotel. Here are Ellie and Persil in their cage, quite relaxed.