Welcome to my very first build on Mobafire.
The reason your here is more then likely, that you played against a team with a Leona in it and started wondering what it will take to bring her down. Now why would you want to play this build you ask? Well by looking at her items in this build you realize that you wont be doing a lot of damage to the enemy team. It's all about her stuns and her passive and the goal with this build is to assist your team in team fights. More on that below.

Pros
Very tanky and she becomes more and more tanky as the game progresses.
2 stuns and with the cooldown items in this build you can spam her Q all day long and her R every 52 seconds
Her W increses your AD Carry's success rate together with her passive
Her E is a great chasing tool but it takes some skill to use

Cons
No damage output, your a tank your job is to keep your carrys alive
Slow laning phase

Solo Top
If your team has a jungler , you should be solo top. I have not run into any champions yet able to take me down early game.Even if it is 2 vs 1. Use your common sense and buy wards to prevent a gank from mid. Most kills i get early game because enemy champions over extend and my jungler picks them off. You should be farming with W and last hit as much as possible. Keep enough mana in your pool for a Q and W in case the enemy champ gets feisty.

Bottom Lane
If however you are paired with someone your job is to stun the enemys and let your partner do the damage. Your higher HP pool and your resists paired with W should make you pretty beefy to start with, so stay in front of your partner and take the hits for him. At this point it is very important to talk to your partner which enemy hes gunning for and shut him down with your stuns.

Middle Lane
In my oppinion Leona does not belong in mid. She does not have the DPS output to take the enemy carry 1vs1. You will last quite a while but you will not be doing enough damage and rely to much on mid ganks.

Flash - In my oppinion one of the best summoner spells out there, Great chasing tool and great escape tool. But if you dont know how to use it effectively you can hurt yourself far more then it does good.

Teleport - To get you back quicker into the fight.

Alternatives

Ignite - You may be able to use this effectively to pick out escaping champs but in my oppinion these moments of tank glory are not that many.

Ghost - Another great chasing tool but more then likely you will pop it while your enemy flashes away.

Exhaust - Another great spell for your chasing arsenal.

Fortify - Yes i have used this if our team did not have a support.

You can leave the other summoner spells alone. They will not benefit Leona greatly enough to affect the game.

Nothing extravagant here. I go for a basic 0-21-9 build.
This is a basic cookie cutter build for a tank.

The coreitems of this build are Boots of lucidity and shurelyas reverie The other items depend really on the composition of the enemy team.
The items i listed above are perfect for a balanced enemy team.
For a AP heavy team i switch Sunfire Cape with Banshee's Veil
You can substitute the Sunfire Cape with a Thornmail if the enemy team is AD heavy.

Leona is a little under powered right now and i found that with this item set she becomes a stun machine. Onnce and if she gets buffed this whole build might change but i hope that at least you give this build a shot before you judge.