Finally! Our wishes and dreams have come true: the first female tank. Not only is she a tank, but she can deal some really solid damage. She has two stuns, and a stun/ whopping 80% slow ult and a super short cooldown Q spell, which makes her a cc motherload. With cooldown reduction, she can spit out stuns like a tennis ball spiiter machine thingymabob. She also has E skill which lets her chase down enemies really easily as long as you get the skill shot in. Finally there's the W spell, her main source of beefy tankiness. At level 5 it gives you 70 armor and magic resist, and if you hit any enemy unit, it lasts another 3 seconds for a total of 6 seconds. HOWEVER, it is important to know that this is not a pure tank build. You will still be one beefy chick, but don't go around tower diving and tanking 5 guys thing you are some goddess.

Pros:
Female Tank
2 Stuns
80% slow
can chase pretty well
Awesome shield
Awesome passive which lets your team deal bonus damage to a target inflicted with Sunlight, after you use your QWER on them

Cons:
Afro-like hair. EW
Bad AP ratio(No problem, go AD xD)
Ranged champions can be a hassle as your only ranged attack will drag you towards them.
If you are bad at skill shots, you will fail alot with E spell.(it feels weird to me idk why)
When your shield is down, you are a regular old squishie.(so care early game when your cooldown reduction isn't good and your shield is not maxed)

For runes I get
Red - Greater Mark of Alacrity
Yellow - Greater Seal of Focus
Blue Greater Glyph of Celerity
Brown - Greater Quintessence of Alacrity
The attack speed on the Mark and Quintessence will surely come in handy as you might or might not get the berserker greaves(depends on opponents) so attack speed will be pretty slow until later on.
The cool down runes are for your skills. With the masteries and flat cooldown runes, you will start with a little over 11% cooldown reduction. as you level up and buy items, you will have a little bit over 34% cooldown reduction. This means you can put your shield up almost as sson as it goes down, your ultie will be ready in under 1 minute, you can stun with Q and chase with E.

Not much to talk about here.
I go 8-0-22 for the cooldown reduction.

Start off with a Doran's Shield as your starting armor is only 21. This will give you 30 on both armor and magic resist. With W spell, you will gain 60 of each defensive stat.
You will want to rush Sheen as it procs really well with q. It works like Ezreal's Q spell. Don't forget to buy a pot and/or ward if you have the money.
You next item will a Boots of speed. Remember you have flash/ghost(whichever you prefer) to run, and if you are chasing you have your E spell and a stun/slow.
Your next item will be The Brutalizer.
Finish your boots into
a) Mercury's Treads if your opponent has lots of Ability Power
b) Ninja Tabi if your opponent is Attack Damage Heavy
c) Or if you feel like a boss boss, Berserker's Greaves or Ionian Boots of Lucidity for people who do not have runes or did not follow the mastery tree.
Next finish the Brutalizer into Youmuu's Ghostblade and save money for a B. F. Sword
Grab a Zeal, turning it into a Phantom Dancer.
Now that you have pretty decent crit chance and attack speed, turn that B. F. Sword into an Infinity Edge.
Almost done now, time to buy your second last item. Grab a Phage, then save money for a Trinity Force.
Finally, the last item! Get the Vampiric Sceptor as you have quite some damage and attack speed. The life steal will surely come in handy. Afterwards, make a Bloodthirster.

PS: I am still working on the build I will probably, most surely change the item order or even the items itself.

You want to focus on last hitting minions for gold to rush that Sheen so grab the W spell for more beefiness plus aoe damage. A Q spell at level 2 for stun, and at 3 W for 40 extra armor and magic resistance, and at lvl 4 your E, whihch should be about the time your jungler ganks(or not) your lane. At 5 grab your shield again for more beefiness, and finally your ultie at lvl 6.
I max out the shield first as I grab no tank items other then a Doran's Shield(if you call that a "tanky item"). Then I max Q for more stuns and max E last.

I grab Flash and Exhaust for more mobility and the exhuast for more cc as early on your ultie will have a medium cooldown and your stun just might not be enough. I grab Flash for more mobility.
If you prefer You can grab Ghost as you have your E spell to get to the enemy and initiate.

There it is! beefy AD Leona. Remember that your beefy, not tanky. You can initiate small teamfights, such as 2v2, but don't go in first into a 5v5 expecting to live through all the enemies focusing on you.

*Feel free to critque, I will keep fixing this guide, and... yea. o.o