The goal here is to stay several paces ahead of your AD carry and soak harass while your carry harasses and farms cs. The difficulty comes in when you have to decide which damage to take and when to avoid it so that you don't become a feed whilst keeping the AD's hands free. Late game your mindset should change to: Who is hurting my team the most and how can I hold them still long enough for my team to focus them?

But we won't get to into that yet, first I'll cover some things you should already have read and figured out for yourself.

Passive or Sunlight: When you deal damage via one of your spells you apply sunlight to the target for 3.5 seconds. Allied champions activate the sunlight charge when they deal damage to the afflicted enemy champion which then deals additional magic damage. Optimizing this ability can be tricky and more than often I'm not even thinking about it during the level 1-5 game play, but that doesn't mean you SHOULDN'T be keeping it in mind. Try not to prioritize this with your Q or R because damage isn't your main concern and those moves should be saved for clutch moments. I may cover more on this later but for now we'll move on.

Q or Shield of Daybreak: This should be the first move you level up and the second move you take to rank 5. At level 1 it allows you to waltz up to whichever enemy is harassing or farming and land a 1.25 second stun on them, it applies your passive as well. When you do this it's imperative that your ad carry puts in harass at this point, it'll burn your passive giving bonus damage and ensure that the trade is worth it for whatever damage you may take during the trade. If done right it should be so much damage in such a short amount of time that their carry will run while the their support can't react in time and you'll take no damage yourself. Making for an early zone and easy farm for your AD. Don't chase after this because you'll be useless for 11 seconds and it'll get you or your AD killed.

W or Eclipse: This should be the third move you level up and the first move you'll take to rank 5. This move is your bread and butter and it's what allows you to act like a tank even though you're a support. It allows you to tank towers and Neutral monsters late game. And it will score you some killing blows, but if you aim to snag kills with it, you're not doing your team any favors. It's creates a bubble around you that increases magic resist and armor for 3 seconds until it explodes dealing magic damaged, if you hit any target with the explosion then the armor and magic resist continue for an additional 3 seconds. I activate the move right before I'm about to start taking heavy damage, typically after i use my E to initiate from cover. This is the simplest move for her in my opinion and it won't take long for you to figure out when the best time to use it is.

E or Zenith Blade: This should be the second move you level up and the third move you take to rank 5. Try not to forget that this move applies sunlight. This is a gap closer with an impressive range, it is not difficult to aim or lead with. It deals damage to minions as well but it will not latch on minions. The move will travel through groups of champions and latch you onto the last one in line, this can make it a dangerous move you use at certain times as you may end up too far away from your team and end up giving the enemies a free kill. You can travel through forest walls with it and it works excellently for initiating from the cover of bushes or into bushes.

R or Solar Flare: Like all the other R moves in this game, level this whenever you can. This is an AOE %80 slow with a smaller AOE stun inside of that radius and it lasts 1.5 seconds. A decent amount of magic damage comes out of it as well. It is absolutely devastating in team fights and I've yet to find a better move for providing peels. The cooldown feels long but by level 18 you'll have frozen heart and you'll be dropping it down way too often. NEVER initiate a fight with this move.

Greater Mark of Resilience
I chose the above runes to be heavy in armor and moderate in magic resist. Heavy in armor because bot lane is almost always heavy in AD. And the amount of times I've had to take a few early tower hits to hold a champion still long enough to score a kill for my AD is countless. Many people will want armor and magic resist per level, I don't disagree with that and you're more than welcome to use those runes instead.

Greater Glyph of Warding
Moderate magic resist to cover the small damage that may come from AP supports or tanks. I won't include the enemy jungler in that because only a foolish jungle will target you in a gank attempt.

Greater Seal of Clarity
Lastly, I choose mp5 per level because Leona can burn her mana at a very fast speed and this helps a lot with keeping her in lane and being able to defend her carry.

Flash: This is my go to summoner spell. Defensively, this move requires no explanation. Offensively, it allows me to flash to the enemy jungle before he can smash onto my carry and land whatever stun is available, this is sometimes all you need to deter a jungler that doesn't have much confidence. Flash allows you to perform disgusting gap closes in combination with Zenith Blade, although I don't recommend trying it until you've got a good feel for Leona and some extreme map awareness, otherwise you'll end up stranded without a teammate and dead.

Exhaust: Exhaust is hands down more effective than any of Leona's actual abilities. Use it to shut down their carry mid fight, stop the man running away at %20hp, or turn that jungler into mush as he comes in for the gank.

You can of course experiment with other spells, I recommend playing with clairvoyance once or twice. But in my opinion nothing can beat the above combo when it comes to being useful during team fights.

For Masteries I prefer 1/21/8.

1/1 in Summoner's Wrath because in the early game dropping the carries resistances is priceless.

3/3 Resistance: Necessary.
3/3 Hardiness: Necessary.
4/4 Durability: We won't be buying a lot of total HP items in this build, so the extra bit helps.
3/3 Vigor: More HP5 helps to keep you in lane and able to sustain your AD carry.
1/1 Veteran's Scars: A little bonus HP can't hurt for the same reason as already listed.
3/3 Initiator: This is negotiable, I use this talent because the other talents that I don't use seem even less valuable. If you can find something else to suit your needs better, do it.
3/3 Enlightenment: That little bit of CDR goes a long ways when end game rolls around.
1/1 Juggernaut: If Leona gets stunned or slowed her teammates enter a very dangerous place, you need to be there for them at all times and reduced duration on CC is extremely helpful. Plus there's more HP.

1/1 Summoner's Insight: 15 seconds sooner on Flash is nice. But this is negotiable.
1/3 Good Hands: It's this or the movement speed and I feel this is more valuable.
3/3 Expanded Mind: More total mana allows you to burn more.
3/3 Meditation: Combined with the above and the runes you will no longer worry about mana, you'll be able to stand in 2 minute+ team fights without becoming useless.

The above list doesn't change too much even throughout situational moments, but I'll cover that in just a second.

The first important note is that the first time you go back to the base you need to buy 1 ward. If you lose first tower it's useful to purchase 2 wards rather than one.
Second, It is OK to buy your level 1 boots between Philosopher's and Heart of Gold if you can't keep up with the enemy teams movement speed, I almost never have this issue but it does happen.

It's smart to go back as soon as you can get and as long as your lane is OK:
Philosopher's + boots + ward
Philosopher's + Heart of Gold + ward

But if the enemy team is scrub and you've been smacking them around it does pay off to wait until you can get:
Philosopher's + Heart of Gold + boots + ward
Philosopher's + Heart of Gold + Mercury's + ward

Once the GP10's and Mercury's Treads are covered it's time to pick up Chain Vest and lots of wards, It's not uncommon for me to buy 4-5 wards every single time I go B.
By this time the enemies will begin roaming and you're likely to encounter some serious AP damage. Grab Negatron's Cloak if their AP is doing well, if not then move onto Glacial Shroud because your boots should give you plenty of protection against a 0/2/0 AP enemy.

If the AP continues to not be a problem, finish off Frozen Heart, if he's an issue then grab Negatron's Cloak and consider getting Force of Nature before Frozen Heart.

Once you're looking at either:
Philosopher's + Heart of Gold + Mercury's + Frozen Heart + Force of Nature
Philosopher's + Heart of Gold + Mercury's + Frozen Heart + Negatron's
Philosopher's + Heart of Gold + Mercury's + Chain Vest + Force of Nature

Things can go a couple different ways for you.
If you are experiencing no resistance then it's time to finish Shurelya's and Randuin's.
If you're getting hit hard with AD then rush Randuin's.
If you're still taking too much AP damage then sell Heart of Gold and consider Spirit's Visage.

After this point things are very situational and you will have to pay close attention to the gear of enemy players to make sure you can counter pick your gear carefully. This isn't something that can be taught very easily so i suggest you just play a lot of Leona matches and get a feel for it. Odds are the game is over at this point anyways though.

As far as farming goes, you hopefully won't be doing any. Your job is to keep pressure on the the enemies so that your AD carry can last hit and harass without taking damage. You will take damage and you will get killed from time to time. Try to make sure that every time you're applying pressure your AD is ready to harass the target with you. Just make them hurt and hold your ground. If you can't get your AD to harass as you put down pressure then you ARE going to end up dead leaving your lane vulnerable and you AD unable to farm. This will be completely your AD carries fault but you won't be able to get them to take the blame for it. Make sure you have an AD carry that you know and trust.

A typical pressure application at level 1 consists of:
Approaching their AD until your close enough to melee them, let them hit you once, then use Q to stun them and apply sunlight, right as you do this your AD should be engaging them. And as I stated in the first section this damage should be enough to make them either flee or die trying to fight. No matter what happens, do not chase them down. What you're hoping to do is send the AD back to base so that their support/tank on bot has to just stand back while your AD farms free of pressure. If the support does want to contest you simply repeat the process. Until level 3 this method should not change, because it keeps your AD safe and cs fed.

Upon reaching level 3 your capacity for offensive play greatly increases. Between 3-6 I spend lots of time skirting bushes and using E to jump onto their AD when he tries to farm or goes for harass on my AD. As you're moving towards the target with E activate your W. If both enemies back off then let them back off. If the AD runs but the support comes in, then melee the support with your AD helping until their AD comes back to the fight, then turn and use Q on the AD. He will probably try to flee again after this, exhaust him, score the kill and clean up the support after if he isn't running by now. All in all remember not to underestimate them and never chase too far away from your AD carry, because more often than not there is a jungler waiting for this to happen. You will die if he isn't with you during all this. And do your best to be standing directly between the enemy and your AD carry, soaking damage for him is extremely important.

There will be times during early game where the enemy is very low and things will seem perfect for a kill. But don't jump the gun, stick to the farm. Extending leaves you open for the jungler to clean you up without any trouble and it will be your fault for chasing in, worst case scenario it brings the death of not only you, but your AD as well. Then there's 3 players on bot pushing your tower with no resistance and this can be a major set back.

During this phase I try as hard as I can to not push their tower. Even if you get a double kill in your lane or send them both B, a good jungler can and will smear you both on that turret in the blink of an eye. But if you've been watching the map and you KNOW that the jungler is on top lane and the mid enemy is occupied, you might as well tear the tower down. Just remember to watch the minimap for MIAs while you are there.

Usually once you reach Philosopher's + Heart of Gold + boots, this signifies the end of my Early Game. But where game segments begin and end can be a gray area and depending on how the enemies and your teammates are doing you may be forced into mid game early or later than this.

From here I'm making the assumption that you've attained
Philosopher's + Heart of Gold + lvl 1 boots/ mercury's
And hopefully you've had enough fortune to be standing in bot lane with your AD at killing potential and at least 3 wards in your inventory.

A typical game for me at this point is the above but with Mercury's Treads.

Now I spend the next minute or so defending bot lane with my AD until our jungler signals that he wants to enter for a gank. So we'll either let them push our minions onto our turret or push their minions to the end of their bush closest to their tower. From here the AD will usually make themselves look vulnerable and the enemy hopefully takes the bait. You'll be expecting their support/tank to put a CC on your AD. Once he does the enemy AD should be in range of your E. Hit him with it, activate your W and Q, because you NEED to stop the incoming damage to your AD immediately. At this point the jungler is engaging and the CC is off of your AD. Drop your R or exhaust to hold the enemy AD for a second longer, ensuring the kill, then turn on the support if he hasn't run already. It's important not to chase here once again, if the enemy jungler is nearby he will be itching to save his AD. So just kill the kill, send the support B and back off.

This next part may seem controversial to some players and may not fly well in ranked matches.
From here I'll follow the Jungle to dragon, the enemy blue, or our red. Placing wards down along the way while our AD goes B to shop. I DO NOT tank these objective, the jungler will have lifesteal. I'm simply security to provide peels for in case he gets ganked.

Once you secure whichever objective your assisting:
The enemies will return to bot or
The enemies will begin roaming

If they return to bot you and your AD should do the same and repeat the above until the roaming begins.
If not then your AD will meet up with you and the jungler after shopping and the roam begins.

Your jungler should be taking charge at this point. It's your job to assist him and the AD carry as much as possible. The jungle should be determining when and which objectives to hit and you should be dropping wards as you roam, if you're item build is suffering because your buying too many wards, then you're doing it right. Try to pick up some CS in spare moments to compensate, but do not rob your AD.

Don't get caught by a roaming enemy because you're too far away, but stay far enough ahead of your teammates to make sure the enemy targets you first during fights.

I'll be finishing this section once I get to my other computer and can take some helpful screenshots or videos to give people a better understanding.