Welcome to my guide to Leona, The Radiant Dawn.

Leona is an incredibly fun, incredibly useful tank. Her skills make her lethal to enemies and life-saving for allies, whilst staying alive and a large presence in teamfights. I have played several games, and while definately not perfect, believe that my choices are viable and help her tank efficiently.

Feedback is always appreciated, so make sure to comment and vote, but read all the way through first.

Pros:
Two stuns
Decent base damage
High survivability
Strong Initiator
Strong Lane Presence
Fun to play
Useful passive for allies in fights

Cons:
Ultimate lacks the chaos of Amumu or Galio
Limited when stuns are on cd
Difficult farm early on
Passive does not affect Leona directly

Passive - Sunlight:
Leona's passive adds a little extra damage for your ally in a fight, bear in mind that it does not proc off Leona herself damaging the target, only off an ally. Useful to have, but nothing game-breaking.
Q - Shield of Daybreak:
Leona's next attack deals additional damage and stuns the target for 1.25seconds. This is on an 8 second cd at max rank, however, the stun duration does not change.
Useful for stunning carries when chasing, intiating in combination with E, stunning enemies out of ults etc. It's a stun with a low cd, have fun.
W - Eclipse:
Leona gains a shield for 3 seconds, increasing her armour and magic resistance (70 in both at max), after this duration the shield explodes dealng AoE damage and refreshing the duration if an enemy is hit (this includes minions and neutral monsters, does not include towers).
Your main source of early armour / MR in a fight, very useful for farming as well as decent damage for fighting champions, 6 second duration makes this a very strong buff.
E - Zenith Blade:
Leona casts out an image of her blade, dealing damage to all enemies and teleporting her to the last enemy champion hit.
A very useful initiate / chaser skill, a little tricky to land on moving targets, but practice makes perfect. Can be used to move through teamfights to stun carries with Q, or even just for the raw damage to kill an enemy. Will teleport through walls.
R - Solar Flare
Leona's ultimate, after a short delay a beam of sunlight hits the target area, stunning all enemies in the center for 1.5secs and slowing any in the outer area by 80% for the same duration.
A brilliant ultimate, I've used this on many occasions for many reasons, a few examples being initating on their team, helping allies escape from bad fights, a second stun on carries like trynd, long range kill secure and enemy escape prevention. Useful in all sitations, even if you don't land the stun, the crippling 80% slow is good enough to nearly stop most players in their tracks, used correctly it will gain many kills for your team.

My skill order differs from the norm of maxing Q first, and I shall explain my reasoning:
If you max out Q you gain a little singletarget damage, and a few seconds knocked off the cooldown, however, your W is left weak and really quite useless, as it is not maxed out till level 13, by which point you have items and the boost is less effective.
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However, you max out W first and everything changes, you become more formidable in lane, able to mitigate much more damage as well as dealing out a lot more in AoE. The damage helps harass and farm greatly, as well as boosting survivability (a 6 second 70 armour / MR buff at level 9? Yes please). The damage off W outweighs the damage from Q, and whilst laning, the lack of such frequent stuns does not make as much of a difference as it does later on during teamfights.
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This is why I max W first, a much better all round idea, sacrificing little to gain a lot.

After W is maxed, focus on Q for the cooldowns, R when available and E last. One point in each spell to start with is just useful.

My personal favourite spells are:
Teleport:
Gets you back into lane fast if needed, or across the map to save a tower or ally. Can be used for ganks or to "do a shen" and turn the tide of a fight going badly by assisting allies in danger. Highly recommended.

and:
Fortify:
Another useful spell for multiple reasons, the passive assists in last hitting (something I feel leona struggles a little in due to low base AD), and the active can save towers as well as get some sneaky kills or assists on towerdiving idiots. Combined with the stunlock leona is capable of, fortify is good fun when used offensively.

Other spells such as Ghost or Flash are also useful, but I feel that the movespeed off Ghost is not needed once a FoN is aqquired, and less so if a reverie is built, as for Flash, take it if you want, but it isnt needed. Clarity could also be useful, but should really be left to a support as Leona does not have any real mana problems. Revive is once again, personal preferance, useful in some circumstances. Exhaust and Clairvoyance should again be left to other roles, but take if you feel they are necessary.

Spells never to get:
Ignite - unless no-one on your team has this and you REALLY think its needed, don't bother, Ignite is very much a kill securing spell, and as a tank this is not your primary role, leave it to a carry or an offtank to take. If healing reduction is needed, many champions can fill that role, as can the item Executioners Calling. Don't take Ignite.
Heal - I just don't like this spell, sure it may save a life every now and then, but your hp pool is too large for it to even dent, and only 50% is given to allies. Pointless waste of space.
Smite - You aren't a jungler, has some uses, but not needed for you. Again, if no-one has it and you want one to steal baron etc. then go for it, but I think it's a waste of space on this champion.
Rally - A half decent summoner spell, but not worth it, take something else.

I use an 0/21/9 build on Leona, this is to max out survivability, especially early on, whilst also giving a slight gold / xp boost, and less death timer (essential as a tank) I specc into both of my summoner spells for obvious reasons.
Nothing special here, but I do believe that improved fortify is a must (if you take it), and ardor is useless for Leona.
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A more utility based build could work, but I feel that the early game survivability is more important than a small amount of cd reduction and mana regen that is not required.

Reds:
I use magic pen Reds, this is largely because I cannot be bothered to get any others (laziness on my part), but also because there arent many useful Reds for a tank, and a little bit of penetration won't hurt your damage.
Yellows:
I take 6 mp5/level and 3 flat mp5 yellows, Leona does suffer from mana problems in early game (especially pre-philo), so these runes just give her a useful boost. Having a combination of flat for early game and per level for late seems to work.
Blues:
I use 9 magic resistance blues, this helps boost MR early on, think of them as the counterpart to the dorans ring I start with. And as MR doesn't scale with level like armour, it helps until I can get Merc Treads or a Negatron.
Quints:
This is where my choices may seem strange to you; I take two movespeed quints and one flat health quint. My reasons are simple, first off Leona has a very low base movespeed (below 390 even with level 2 boots), this makes her slow and annoying to move around the map with, the 3% boost is enough to make a noticable difference and bring her up to 391 with level 2 boots, and 420 with a FoN.
The flat health quint, in combination with a Doran's Shield and the Health mastery allows me to start out with 711 hp at level one, making me a very beefy early opponent.
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Of course, as with anything, these are all down to your personal preference, and recommendations for more useful runes (Reds especially) will be included.

As with all tanks, items will vary dependant on the teams you are up against, or the lane you have. The item order at the top of the page is only a recommendation, and is the most frequent build I use. Here are all the items I view as useful with reasons why:
Doran's Shield:
My favoured starting item, 120 health, 10 armour and 8 hp5, a very useful all round item that improves survivability in lane.
Philosophers Stone:
A very nice health and mana regen item as well as a valuable source of gold, can be upgraded to a Reverie later on, or just sold for another item.
Mercury Treads:
The obvious tanking boots, these are almost always needed, as a tank you do not want to be locked down by CC. In circumstances where the enemy has little or no CC, use ninja tabi or boots of mobility / swiftness.
Heart of Gold:
A nice early game health boost along with some gold per 10. Can be upgraded or sold later on, when used in conjunction with philo stone and utility mastery you are gaining 11 gold every ten seconds, that's 1.1 gold a second in addition to the normal rate. Very useful for getting builds going quickly.
Frozen Heart:
An essential item for Leona, the mana and CDR on this item are useful offensively, increasing sustainability and frequency of skills. The armour is good against any AD, and the aura will help shut down attack speed users such as Yi or Jax.
Force of Nature:
My personal favourite MR item, it gives a nice boost to MR as well as regeneration and movespeed, very useful for recovering after a fight, and for getting in and out in the first place.
Randuin's Omen:
Another item to slow attack speeds of enemy carries, the active can be used to slow a team when your cooldowns are up. Armour, health, health regen and a small amount of CDR make this a valuable item to have.
Banshee's Veil:
Some say that this deters enemies from attacking you, but I do not think this is the case. Can stop some CC or burst damage in addition to providing MR, health and mana.
Shurelya's Reverie:
A nice endgame item if you feel you have enough MR and armour, good for intiating fights or running away, as well as bringing some nice CDR and regeneration to the table. I rarely buy this, but it is still a nice option to have.
Sunfire Cape:
A nice item on Leona for obvious reasons, however I feel the damage is not needed and the armour is quite low. A randuins can fill this slot better in my opinion, but the sunfire cape is still good.
Thornmail:
A bit situational, Thornmail provides a heavy armour steroid whilst punishing physical attackers. Useful against heavy AD teams, but the lack of any other defensive stats weakens this item, mitigation only goes so far without a health pool to support it.
Warmog's Armour:
Many dislike this item, however, the health boost it gives is massive, and as I have just stated, mitigation without a health pool is pointless. Warmogs will take your health well above the 3k marker, and is a worthy investment when both resistances are at 60-70%. Don't worry about farming it up, the base health alone is worth it.
Abyssal Scepter:
A strong MR item that provides a small AP boost. Whilst Leona's scaling is not brilliant, it's not a bad idea to have some AP. The aura is also beneficial to your teams damage.
Aegis of the Legion:
A nice all-round defensive item, however, I feel it is more suited to early game or the support role as it does not massively benefit personal survivability.
Guardian Angel:
I do not like this item, but it gives a decent armour boost and a second chance in a fight if you are slain, long cooldown and low revival values put me off.
Will of the Ancients:
A more endgame item, I find myself building it frequently in long games. Gives a decent AP boost to you, as well as an aura that grants spell vamp and AP to you and allies. Good for survival in fights off spell damage + buffs teammates. Should not be prioritised.

Building a Trinity force on Leona is one of the worst ideas imaginable to me. It is a massive waste of 4k gold and a lot of time that could be spent mitigating damage and actually tanking properly.
Let me get this straight: Leona is a tank.
Your job is to attract enemy focus, and to CC enemies allowing your allies to kill them without being themselves slaughtered.
Your job is NOT to get kills on your own, although it will be possible, it's better to assist allies instead, feeding your carry kills.
Tri-force is a pointless waste on Leona, ignore it and go fully tank, it will be much more benefical to you in the long run. Those of you who disagree, get the message, she is NOT a tanky deeps or a tanky AP. Leona. Is. A. Tank.
//rant over.

I prefer Leona in a duo-lane, as her damage is not strong, and her farming abilities are weak for a few levels, plus she can baby-sit like a boss when you buy gold per 10 to compensate for lack of farm. 2v1 laning is possible, but I would recommend you get another to do it as you work better with a partner.
Early game:
Early game you want to be harassing the enemy with your W, whilst at the same time farming with it. Try to outzone if you can, if not, pull back and wait for opportune moments to stun so that you and your ally can do some damage, or even get first blood. If your lane is going well, feel free to leave and gank other lanes using E and Q or your ult to initiate. Make sure to watch for when fortify can be used to defend a tower or kill divers. Farm when possible, but make sure carries have priority.
Mid Game:
Lane for xp and gold when you can, but otherwise roam or use teleport to assist in ganks. Defend your team as best you can, and don't be afraid to sacrifice yourself for their escape, that's your job. If teamfights break out, stun carries with priority, try to be the one to initiate with your ult, but it is sometimes best to save it for later on in a fight to turn the tide or escape.
Late game:
Very similar to mid game for you, go where you're needed, push towers, start or stop ganks, assist allies. You are there to soak damage and support your team, never forget that, and don't get greedy for kills, leaving your squishy Yi to towerdive a low hp Annie may result only in one or both your deaths. Feel free to tank towers by this point however, your armour and hp should allow it for considerable time.

As with all tanks, do not presume your invincibility in a fight, you are strong, but you do have limits. Make sure every death counts for something, becauses if it doesn't, your team has lost its tank for a minute for no good reason. Be respectful when you play, remember, Leona relies on her team as much as they rely on you, they need you to tank and you need them to kill.
All in all, remember to have fun, that's what LoL is all about, right?
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Thank you for reading my guide on Leona, the Radiant Dawn. I hope it has been an informative experience, and that I can get some useful feedback for any improvements I need to make.