Well, Leona is the newest champion in the League after many delays from riot... lol. Overall she is an awesomely fun character and quite formidable as well. I personally build her as sort of an AP-Tank and not to toot my own horn but im the best Leona I've seen so far so here's how i play her! Enjoy :)

Pros

For a tank she deals some pretty ridiculous burst damage (especially at low levels)
Very survivable
Very nice utility

Cons

Not a DPS
No real escape mechanic
relient on rather tricks skillshots for ult and dash

The reason I do and is because she is very slow and sometimes when you need to get back into a teamfight or chase someone down you need to be faster. Fortify is self explanitory, you're a tank. You get fortify.

Alternatives combos:

if you feel that ghost is not you're favourite spell ever hit it up
if you think that you want more CC go for this

At low levels you are able to do a ton of damage, your W will hit for a lot and make farming minions less of a pain but your main dps combo is W-Q-E This way by the time you E in you will insta-stun with Q and your W should explode very soon, this is made easier by the use of your ultimate at later levels.
Protip: In teamfights, attempt to drop your ult's stunny part on the physical DPS's this will maximize its effectiveness.

I basically play Leona like any other tank, when a teamfight starts use your ult and then dash to the center of it, CC the highest DPS and go to town.

Well ya so thats how i play Leona, as soon as mobafire adds Leona ill change it to a guide thats actually for her :) Enjoy!