If you want leather, there's going to be some sort of connection, because you probably don't want a leather dildo (too much effort to clean, amongst other things).
The huge advantage of a separate harness / dildo set up - usually using an O ring on the harness for the dildo to go through - is that you can have the same very good harness with a variety of size dildos.
Mine come from Babes n Horny and Sh! but if you want a 'one item' one, have a look at the Feeldoe. (Sh! do some clones of this which they can't export to the US for patent reasons...)