my eldest refused to use a pram from about 14/15 months, she wanted to walk. I had concerns with this because she was, in my mind, so young to be doing it but then someone gave me one of those animal backpack harnesses. I must admit that before having her I thought they were the worst idea ever and incredibly cruel to children etc but once I had a child that was young enough that they couldn't really have the safety instructions that an older child does but independent enough that they wanted to 'do myself' I had to reconsider my opinions. For us the harness worked really well - it gave her (and my 2nd child) the independence to walk that they craved but gave me an extra level of security to know that the furthest they were going to go from me was the length of the 'tail' on the backpack. I, personally, used the backpack as a teaching method - I still expected them to hold my hand, I talked about how far ahead of me they could run off to (basically the length of the tail) etc and as they got older I progressed to them wearing the backpack with the tail drapped over it by my side with the knowledge that if they ran off/didn't follow my directions I'd be picking that tail right back up. Even using the harness I didn't expect them to do lots of walking in the shops but it just meant that I started using trolleys for things where I normally wouldn't bother, that way if they got tired while I ran into the shops to get milk and bread I could just pop them in the trolley and keep going. I haven't used the backpack with my youngest but that's more because with her I haven't needed to 'split my focus' as much when out at the shops because my older children are aware of, and follow, my boundaries so I can focus more on what my youngest is doing and also because, since she was about 22 months, both her older siblings have been at school so it's just been the two of us at the shops rather than one child independently walking and another in the pram etc.
At the end of the day, it's about what you're personally comfortable with and you're the one who knows your child best. For me the backpack harness was a brilliant way to give controlled 'independence' while they were younger but I know they're not everyone's preference.