I did it two years in a row. If I had known what I was in for before doing it the first time, I wouldn't have gone without protection.
The second time, I went into the Mountaineer in Keene Valley, and they immediately knew what to do: Swami Belt.
Three wraps around your waist with a stretch of webbing. Two carabiners and one screamer; add in the right kind of knots and I was okay. If I had wanted to, I could have added a Y feature and been double-clipped, for when I had to unclip for the next stanchion. I just went with the one attachment, and had no trouble negotiating passers-by.
The fear difference between the two trips was night & day. I totally enjoyed the second trip and was not the least bit scared, at least as compared to the unleashed trip the year before. Those around me varied from no problem to totally frozen; it was awesome to be able to keep moving and enjoy the scenery, too, which was possible the second year.
We also made a point to go in May, at the earliest possible time, and had the place mostly to ourselves. I would not be comfortable with a crowd in that restricted space! And rain or snow would be a turn-around.
That said, it's a HUGE highlight, and I would do it again. Leashed.
--Mike.