I would use a rope halter. If your horse pulls bad please don't use a bridle. It will jerk the bit in their mouth and could cause bit and bridling problems, as well as problems under saddle. A rope halter will apply more direct pressure on their nose without hurting them if done properly.
Hi Elizabeth, I would recommend you lunge him in a bridle (preferably one that you can attach the lunge to the nose band) and see if he/she reacts to that. If not, try looping the lunge through the bit (the loops of possible). Your horse should react to that :)
Lunge in a bridle and when he/she pulls pull back with all your weight until they stop pulling, then release the pressure and then if they try to stop make them keep going. It might take a few tries but I guarantee your horse will learn! Then, of course, once your horse lunges without pulling make sure you praise them so they know they're doing it right.