Temple Grandin in her excellent book "Animals Make Us Human" says: "One of the most important things you have to realize about cats is that they haven't been domesticated...  Basically they made themselves into pets...  You can't train a cat using punishment and negative reinforcement...  But you can train a cat to walk on a leash by using positive reinforcement."  

This is great and worked for me - I used brushing (which our cat liked) to whistle train him to come - which usually worked...

Anyone else train their cat to come?