I just learned that I don't have to keep eye contact. Once an animal starts to follow me, i can turn around and walk slowly and he will keep following as long as I don't get too far ahead. Still, a rope would be an awesome addition. i'll pester Red51 to make one even if it doesn't do much of anything (much like the rolling pin currently) ;-p
Animals that you tamed should run at you at full speed. That, or pick up the chicken and walk it home.