Edited to include other options than Madred's Bloodrazor and clarify that it's optional and not core to the build.

Yeah I explained why I go for MBR. If it gets to that stage of the game, you should already be more tanky than god, so I think the damage, armour, and attack speed for procs can be incredibly useful. Most games you won't get that far anyway, and you could always replace it with a Shurelyia's or Warmogs or Atma's or whatever, it's a flavour item really.

i'll vote ur guide +1!
U say a lot of things on Leona which can be very useful even for another good Leona player and not only for begginers.
I would just dont use the Madreds cause u dont need damage, u just want to be the guy that never falls in a fight even if he is being focused. Dont spend places in ur inventory for damage item. A guardian angel would be a great solution:)
GJ

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check mu build: http://www.mobafire.com/league-of-legends/build/kassa-the-legendary-one-89627