Might change according to enemy team... If their most dangerous champ or fed champ is ad, build first sunfire cape... if he's also ranged, build randuin, even though you will lose heart of gold's gold income.

It will be easier if their team is heavy ap, so build randuin's later, and focus on banshee's veil and sunfire (for health and damage) or banshee's and fon (for mres and movement).

Don't be late to build a sheen, since it will give you some bonus damage. A tanker must be dangerous to the enemy team, so they wont want to focus you, which is not what this role means. Despite the fact that leona has a few disables, they just dont seem to focus her with only that. Always remember to activate Eclipse before using Randuin's active, since it will boost the slow duration.

Late game. This build will give you great mobility, around 450. So, since you're light and fast keep leading your team into fights or wait to gank. Summoner skill Teleport will help you stand where you're needed and exhaust will support your teammates for kills. If you don't like teleport, you can pick ghost instead. I'm a little against flash for leona, since zenith blade almost always help you chase your enemies, which is flash's greater help. As for escaping fights, you're a tanker, so you shouldn't be so scared of that. If you are ganked by more than 2 enemies and easily killed, you're doing it wrong.

Master mres and armor and health, since you're a tanker. Marks might change according to your like, but I recommend ap, since your itens will not give you much. Armor Seals, Mres Glyphs and AP Quints are a must.

Leona is a very aggressive tank player. Her combo is: Eclipse, Zenith blade and (while moving) activate shield of daybreak for stun. After that, sheen or trinity force should give you some bonus damage for the next basic attacks.

This build also focus on mobility, with fon and trinity force Ms and teleport spell.

You should max Eclipse skill right away, picking a point in Shield of daybreak at level 1 and Zenith blade at level 2. After that, max Eclipse ASAP.

Extra points in Shield of Daybreak won't boost much damage, so focus in your Eclipse and Zenith Blade farming skills.

Zenith blade pulls Leona towards the last enemy champ, so be careful not to hit enemies under tower range, since it will aim at you right away.

Your ult has good range, so be smart when to use it, either to finish a fugitive or ganking a team fight.

Early game might mana-starve Leona, so combo your skills only when going for a kill.

Get a lane partner with ranged spells or basic attacks. They will trigger leona's passive bonus damage.