"They" say that some breeds of cat do better at it than others (for instance, Siamese are supposed to do especially well on leash) but I have seen a couple of Persians do fine with it. I say 'fime' but in actuaality they never seemed all that happy with the harnesses- it was just that they wanted to go outdoors.
I put my old archy in one a couple of times and he never fought it- (he was a mellow cat), however, when he got tired of it, he would simply double himself into a knot and voila! he was out. On the other hand he never ran away either... so, no worries.