I like the ideas posted above, when your dog is ready for a bit more weight (Build up very slowly.) you can use a chain, they rattle, drag, and can be purchased in varying sizes, thickness, length. Start off very light, don't make any big weight jumps, only add few pounds at a time. Like said above, start off with something extremely light so they get used to the sound and feel of dragging something.
Also, when you get a competition harness, I usually suggest walking them in just the harness first so they get used to it. For some dogs it can be a very odd feeling.