Hi there, I am a very enthusiastic Leona player and decided to post this guide for her. This is more gonna be a quick reference guide where you can maximize her strengths. Note: This is my first guide so it may look a little sloppy =(.

Pros:
Very hard to kill.
More CC than she knows what to do with em.
Great initiator.
Passive is great for allowing carry farm.

Cons:
Mana issues early game if not careful.
Low damage.
Not able to do much if team dies in team fight.
Farm is a little slow early on as well.

My Rune setup is very straight forward.
I go the simple route of:
3 Health quints
9 Magic Pen
9 Flat armor
9 Flat magic resist

This method will allow you to ease into learning Leona better early game and not get wrecked from a simple mistake.

Leona has multiple paths she can go with for spells. My choices though are Exhaust and Teleport.

I choose Exhaust for its use in team fights for late game. It is great for use on initiate or to save for when their carry finally reaches the fight so you can lock him and another person down at the same time.

I choose Teleport for several reason. After 6 you become a great ganker with your ult zenith and shield combo. You can hold a lane opposite of you while a team mate needs to back. Lastly you can stop ganks by teleporting onto a minion when you see a gank attempt being made.

Other Viable spells are Flash or Clairvoyance.
Flash is great for initiating or escaping.
Clairvoyance is always good for that emergency ward in case you need to check baron or dragon.

My mastery builds around Defense due to the fact that she is a Tank =D. I go with a 1/21/8 build, but a 0/21/9 build is also completely viable.
Offense:
I put the point in Cripple because its great for early level kills due to armor and magic resist debuff and extended duration.

Defense:
I maximize her tank potential and just go straight forward on this portion.

Utility:
Again I follow a traditional 8 point build but put 1 point into the teleport buff.

This is where my guide I think differs from many people. With this build I try to maximize her strengths, while keeping her as tanky as possible. I start with the traditional Regrowth Pendant and health pot to give me an early build into my philosopher stone. Also, the health regen is great for staying in the lane. After I get about 700 gold I pick up my philo stone for the mana regen and gp5, lvl 1 boots, and a ward for their jungler. As a tank it's important to pick up a ward each time you back if you have available slots!!!

After those purchases I go with a Heart of Gold and Merc treads for the extra Gold per 5 and tenacity. This is great for her as you want to give your carry most of the farm and not suffer for this. Depending on who gets fed or whatever the team comp is heavy on will determine your next purchases! (She is a very situational build champion)

Against those ADs I pick up a Glacial Shroud to keep my mana and armor high, but also have that CDR to keep them off my carries. I turn that Glacial shroud into Frozen heart to get that extra CDR, mana and attack speed debuff aura since you will be in the middle of the fight and have that effect on most of the enemies at all times.

Against those APs I try to build up to an early Banshee Veil so I can negate a portion of that burst damage they are so famous for and have some backup health to survive the rest with ease.

After those two purchases I will still have more than enough armor to skip an armor upgrade. This is when I pick up my Spirit Visage. Its nice magic resist, cdr, and health at a very low cost. And will easily hold you into endgame portions.

Her next purchase will be a Aegis of the Legion. This will require you to sell one of her GP5 items or both (if you feel like rushing it). This item will give you the little bit of Armor and MR you will need to be a walking wall. Its health will put you around 3.2K health and the aura will allow your team a little more survivability in those team fights which can mean a great victory or horrible defeat if it is a close game.

Finally Leona's last purchase a Soul Shroud. This will cap out her CDR at 40% making you a stunning machine. Plus a free 10% cdr aura will be great in team fights.

Her skill sequence is very simple to pick. She is a tank so she needs to be able to deter people from your carry in your lane. Q is your first pick though because its the lowest mana cost spell and is a stun. Next your E will allow you to start harassing your enemies. Then finally your W, to set up your E-Q-W combo. After you got your 3 spells learned, start with maxing W because it's your bread and butter. With each level your survivability is increased with no increase in mana cost. After you max Q so that you main stun is on a lower CD finally your E.

Even though Leona does not deal a lot of damage in the team fight she still has several tasks to manage. For starters she is the initiator, meaning she is the first one to enter the fight. Normally you would start off with a zenith to close the gap and stun with your q to allow your team to jump on the carry. From there on you need to stun anyone who is going after your carries and lock down efficiently. An example, is to ult the rest of their team as they try to enter the fight stunning as many as you can with it. Besides stunning her passive will allow for effective bursts, due to each ability procing sunlight on whoever it touches dealing extra magic damage to them when an ally hits them

As the fight itself progresses though be sure to try to keep any runaways in the fight with zenith. But if the fight is turning bad try to hold all the enemies back while your remaining team mates back. As a tank it is your duty to be the last one to leave the fight and sacrifice yourself if needed. But not being afraid to die to save 2-3 allies is what makes a tank a tank.

Well I hope this quick guide will help you become a Tank among tanks and allow you to appreciate the strength Leona holds. Also sorry for the grammatical errors and awkward wording since this is my first guide XD. Take care and have fun with your new view on Leona =D!!!!