Once your dog is ready to start agility training, your best bet is to find a class or group in your area. The United States Dog Agility Association (USDAA) offers a directory for agility groups in each state, and many dog trainers offer classes as well. In the classes, you will be able to introduce your dog to the obstacles without the expense of buying or building them yourself.
Martingale collars (also called limited-slip collars) are usually made of flat nylon with a smaller fixed-length section (made of either nylon or a short length of chain) that, when pulled on by the leash, shortens up tightening the collar around the dog's neck, to a limited extent. When properly fitted, martingales are looser than flat-buckle collars when not tightened, and less severely corrective than slip collars when tightened.
It's a good idea to proof your dog's training in different locations to prepare it for distractions. Invite a few friends over to cheer on your dog so it gets used to a crowd. You might also want to go to a training center or find local trainers who also have the obstacles set up in their backyard. If your obstacles are portable, you could even take them to a park.
Every dog needs to learn to walk on a leash. Besides the fact that most areas have leash laws, there will be times when keeping your dog on a leash is for his own safety. Learn how to introduce your dog or puppy to the leash, then teach him how to walk properly on the leash, even beside you on a bike. A loose leash walk teaches your dog not to pull or lunge when on the leash, making the experience more enjoyable for both you and your dog.