You want to always have wards with you at all times, you also want to have pink wards with you if the enemy support/team is warding. Even if you are about to buy a item that isn't sightstone and you don't have it yet, delay the item for wards. This doesn't only go for Leona, every support should always have wards but that doesn't mean other lanes don't have to ward. Tell your team to help you ward since wards are OP. They let you farm safely and keep track of the enemy team, they can completely turn a game around. SO BUY THEM!

Leona is a very strong solo q support, she works with almost any ADC and is easy to follow up for your ADC. She has a ton of cc with two stuns and a root and her shield gives her extra resistance. She is great in laning phase and brings a lot to teamfights with her ult and her ability to zone out the enemy AP or AD carry.

On Leona I run armor Marks and Glyphs for extra armor during the laning phase since Leona is such a all in character with her E+Q+W combo, so you can safely engage and run when either they run or you feel you can't secure a kill. The magic resist Glyphs help if ever they have a AD mid that roams like Kassadin,TF,etc. Finally the +1 gold/sec helps to keep up in gold even if you are behind and helps a lot with the help of your Philo stone.

The only thing I have to say about this mastery page setup is that you can swap out the biscuiteer and explorers wards with points in durability or perseverance but I find biscuit and explorers ward to be really good for sustain and early bush warding and in invades.

These items are meant to get you really tanky, in a normal game you probably won't get to the end of the build but keep in mind to always (and I mean always) have a pink on you, denying vision is more important than getting an item, you can wait. when you are full build or don't have space, get an oracles or even get an oracles early if the enemy support is denying a lot of vision and warding a lot.

You want to max your W as it will improve your tankyness on top of your items to make you a tanky front line and initiator. I would say to not max your q until you've maxed your E since getting to the enemy carry/rooting them and then ulting is much more efficient than having your E be on cooldown often.

Q: You want to use your Q in two ways, either to disengage when a enemy is getting too close or use it agrresively, you can either walk up to them and Q, I find the combo of walking out of a bush Q'ing the enemy carry and using E when the stun wears off to be a good way to initiate but if you can't walk up to them your E+Q combo works fine, after your Q wears off I find it to be a good time to use your shield since that's when the ADC will be able to put down more dmg onto you.
W: Your shield offers great resistances and is very useful throughout the game, you want to use your W while engaging and while running away to minimize the damage, also be weary, your W can easily steal kills and I've done it many times.
E: your E is your main initiate, use it to get in close and zone the enemy while your team does as much damage as possible, the root is also very useful in keeping them still for your Q to proc but quick enemies like Ezreal or graves can get away with their E's.
R: Your R is used in teamfights to try to stun and slow as many people as possible, your R works well with other champions ults (for example Jarvan and Orianna ult) the inner circle displays where the stun will apply and the outer circle shows where the slow will hit.
Passive: All of your abilities when used put your passive on the minions,buffs,champions,etc. When leashing a buff at lvl 1 try to apply your passive by using your E to help do extra damage to the buff. Be careful though since your W only applies the passive once it blows up.

+Really tanky with nice resistances with W
+Really good at initiating and zoning the enemy carries for your team during teamfights.
+Good laning phase and late game.
+works well with most ADC champs.
+can combo ult with others to completely lock the enemy team.

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-All in, she depends on everyone else to follow up.
-can easily be countered by Alistar and Janna if you don't know how to deal with them.
-If her team falls behind she can't really poke and play safe, she can disengage with her ult or if they step too close with her Q but it's harder compared to champs like Lulu.

You can run ignite on supports if your ADC is going cleanse or barrier but I prefer exhaust not because of it's slow but the damage reduction and attack speed reduction to make it so your ADC takes the least amount of damage to secure the kill or the double.

Don't use your W while going through your E animation, now I know you might only miss a couple seconds of the shield but it's worth it and can put more damage out, but in some cases where you can kill someone, timing your W to explode when you land on them can work. Leona can also clear wards but it has to be perfect, if the enemy places a ward in front of you you need to auto attack the ward, Q for the AA reset and attack it again, if you fail the combo you'll be a hit away. Apply your passive to the buffs like Baron and Dragon with your Q/W/E. Don't use your ult, you can try to steal buffs with your ult (I've stolen Baron with it) but if you can try to save it. Also put your passive on buffs when you are leashing blue/red for your jungler, the extra damage does help. Another thing, but this applies to all supports, don't ward early. Don't just walk up in lane and ward all the bushes because you'll suffer in gold and in map awareness, keep have 2 wards saved for river (vision ward and regular) and maybe one for a bush if you are against a Zyra,Blitz,Thresh,etc.