Hi Lauren, you should choose a longing rope (and not just a short leading one) to walk him, you can also put some front boots/bell boots to avoid injuries in case he gets scared. Finally, depending on the weather, you should consider covering him (fly blanket, winter rug...). Also, if your horse is really strong, you can lead him with the longing rope and put him a simple bridle instead of the halter. Some can also choose to use a longe with a chained part that can be placed under the chin and generate pressure in case if the horse pulls you hard and that you need to keep him with you (stallion etc...).
I don't have a particular equipment, but he has to respect me! You should be next to the horse’s neck, with his head just ahead of you and his shoulders just behind you. A horse that is allowed to lag behind is showing disrespect, and can/will jump on/run through you if he’s spooked from behind. A horse that is allowed to pull you along is also showing disrespect, and can quite easily pop you with a hind leg.