I don't ever turn Huey out with a halter, but I guess some people do - what is the reason for this? I just think of the 500 things that could go horribly wrong, and they're so frightening that I don't get any further than just thinking about it. I also haven't trailered him yet - we're not up to Show Quality, and the bugs are so bad around here that trail riding is pretty miserable.
That said, I only use a rope halter on him. The person I learned groundwork from swears by them, and I found that once you get used to it, they're actually less work to put on than a nylon or leather halter. (this is my experience, at least). The less "hot" horses on the farm wear nylon or leather halters when being handled on the ground, but the ones with any real spirit - including the ponies - wear rope halters.
You can get some beautiful ones, too. I got one for Huey at Equine Affaire from Kensington that is hunter-green with a tan cord braided in with the green to the bosal.