that sell leashes for pets other than dogs and cats. this is another thing i would suggest using at home so your pet is familiar. i have a leash for my birds and they do not like it much or get distracted by the shiny clip. but it's nice to know they are familiar with it and i feel comfortable using it on them if i needed to.
since i have birds, here are some other tips. be conscious of the weather. if its cold , have a blanket you can cover the cage with. if its not, a small spray bottle you can fill with water to cool the birds 