I find that playing Leona as a full tank is quite rewarding. Both for yourself, and for your team. This build is usually how I got about building her. Having the ability to give your team members bonus damage to your enemies requires you to be in the thick of the fight, and having the health, armor, and magic resistances to be able to get in, mark, stun, and successfully CC your opponents AND come out alive is essential.
And always remember

This build focuses on having AD carries (MF,Tryn, etc,etc) Not focus you because of the thornmail. That being said FOCUS THE DPS CARRIES. Another point I should make is if the entire team is mostly AP casters don't focus on armor
Builds are flexible : Add your own twist to them. See what happens, experiment a little. (I know I would)

Leona isn't a successful creeper, she's too bright and everyone see's her coming.
ahem...
In all seriousness. Leona is a terrible creeper, she is able to get most if not all the minions down to excruciatingly low health only to run around and auto attack them once or twice while your minions mop up.
BUT!
Leona is able to make other poor farmers be stupidly awesome, her passive which gives a significant amount of bonus damage makes most poor farmers (Poppy in particular) fairly decent. It also makes characters with AoE, or multi-hit abilities (Fiddle, Anivia, Ryze) clear entire minion waves with one spell.

Leona's Passive: Sunlight has wonderful properties and potentials. While being useless for her, she makes her team mates do increased damage to marked targets. Making poor farmers gods, and teamfights go more and more into your favor. One thing to remember is that ANY damage to a marked enemy procs your passive. that means DoTs, Sustained AoE effects (anivia) procs for a significant amount of damage.

Its the MOST important thing about Leona. She HAS to- no... NEEDS to help her team everywhere and anywhere she can.
She has awesome synergy with AD carries, especially ranged DPS. However people who do extra bonus damage on hit after abilities (Specifically Lux) make these two Light users pretty outrageous, truly truly truly outrageous.
Like stated before : Leona isn't about getting kills, shes about getting your team kills and feeding your carries. A fed Ash, Leblanc, Tryn, Vayne etc. is a very deadly team.
Offense is a GREAT defense,

Leona, while being a fairly decent tank, has very little farming capabilities. And because shes more of a "Support" tank (her passive) it means you wont be likely to get a lot of kills, or get very farmed in lane. You'll be heavily reliant on getting assists.

Rule to remember : Do NOT get left alone. Leona's passive is to give your TEAM extra damage, not yourself. And while Leona can pack a punch, her Cool Downs are so long that you'll be doing nothing but auto attacks for 4-6 seconds.