What I do is in addition to her collar, I also slip on one of these:
and I attach the lead to both. That way if she slips out of her collar or manages to bust it, there is that back up there to keep her on the lead but it is completely slack otherwise, and is just for a back up.
With Buster I do. I backup his prong with a check chain, just incase he reacts at a dog and the prong comes apart. Highly unlikely but it gives me piece of mind.
Quinn I don't, she doesn't back out of collars, she's not offensively reactive and even if it slipped off I have good offleash control with her. A couple of years ago I was more careful because she was much more flighty and timid but now I don't worry.