Want Tryndamere to ragequit ? Play me !
Leona is an excellent tank and a very fun champion to play. First build will make you the ultimate anti-AD tank. Second build will make Leona tanky AND deal heavy damage !

I had a blast yesterday playing build 1 against Ashe, Gankplank and Tryndamere. 9 kills/26 assists ! Anti-AD build really is amazing. ^_^

Early game, Leona must be played aggressively in lane so your carry can farm in peace and finish low health enemies. Abuse her shield and her stun, kitting away enemy health. Wait in the bushes. If an enemy tries to last hit, launch Eclipse, hit with Zenith Blade and stun with Shield of Daybreak, jump back in the bushes during the stun. Rinse and repeat.

By Mid game, she becomes the stun locker. Since Leona's base movement speed is so low, it's better to have someone with you, to chase and slow the target so you can catch up. Once in reach, you will lock it in place with Zenith Blade to Shield of Daybreak. If it tries to escape again, hit Solar Flare and stun loop again !

Late game, her role is to pick a target and initiate the fight. Locking one enemy with Zenith Blade to Shield of Daybreak for your team to focus on. Don't use Solar Flare to initiate, unless you are sure you and your team can catch up. It's better to walk into the fray and then use your ultimate on specific targets to stun or slow them down.

Max CDR -> Max Armor -> Max Anti-AD !

With this build, it's : "Go in and lock down". You will easily enter fights, sustain damage and stun lock someone for your team to focus on. Lots of armor and attack speed reduction makes you a threat to heavy auto-attack teams. With the 2 best anti-AD items ( Randuin's Omen and Frozen Heart), you will make that Trindamere cry.
Some calculations :
35% on hit + 35% on activation + 20% from frozen ! Total of 90% attack speed reduction !!
If you add the 70% damage reduction, that champ is now completely powerless.
You can buy a Frozen Mallet to become a sticky machine. You will be the fierce guard dog : One bite and you never let go !

Add the 40% max CDR and your target will be helplessly stun looped. No escape and no revenge kill for him ! Just have a damage dealer at hand, because you won't kill alone. Once a veteran, you can even lock 2 targets, slowing one, stunning the other !

In details :

Early game :
Philosopher's Stone -> Heart of Gold -> Ionian Boots of Lucidity
In combination with your masteries, farming gold will never be an issue. Since those items gives you survivability, They are a must. Those boots are also core as they will take 15% off your cooldowns. Order is :
1- Philo for better HP/mana regen,
2- Heart for more HP,
3- Boots for movement speed.

Mid game :
Randuin's Omen -> Frozen Heart
This will make you a tough tank and the AD's nightmare, while The Randuin's active slow will be a must to lock the full team in place.

Late game :
Frozen Mallet <-> Warmog's Armor
For more utility, pick Frozen Mallet first. If 3 or more champions goes AD, buy Thornmail to counter them even harder.

For fun, you can sell your philo stone to pick the atma. Make use of all those HP !

Of course, if your enemies are mostly doing AP damage, go for Force of Nature ! But keep in mind that you are here to take out the AD carry.

Many time i have seen the opponent in lane ignore Leona because : "She is a tank that stuns, but she won't harm us". If they don't focus Leona, all this armor and resistance goes to waste, right ? In lane, if they don't fear your presence, you can't protect your carry. If that situation arise, go for the Trinity way.

By going Trinity Force you gain early damage by sacrificing a bit of mid game survivability. Since they are ignoring you, trying hard to kill your squishy, teach them a lesson ! You will surprise many opponent with Sheen.

Choose your first item considering the opposing duo :
- If they harass a lot, go for Phage first.
- If they don't harass but sustain well, go for Zeal for a better farm.
- If they are fragile, buy Sheen for better burst damage.

Early game :
You will build Trinity Force from early to mid game grabbing the Ionian Boots of Lucidity when you feel the need. After a few towers down, teamfights breaks up and you need to go build some tankyness again. How to build tanky while still improving damage ? Atma.

Mid game :
Go for heath items like Sunfire Aegis as your Eclipse spell protects you well. Plus, Sunfire effects makes Leona pretty ;-). Top it with Atma Empaler to keep building armor and damage.

Late game :
Watch how damage evolves in enemy team, grab Force of Nature if you need more magic resist, else go for Warmog's Armor to build more heath and damage through Atma. At the end of the game, your atma will give you (replace by number) AD !

Exhaust : The Anti-AD must have
Can save a teammate from an AD or finish to shut down an AD. Can prevent an enemy to get away or to go in. This spell complement perfectly the anti-AD role.

Clairvoyance : Know the enemy
A must have to control the battlefield ! Knowledge is power. Don't forget to buy wards too !

Heal : Teamfight saver
This spell is now very good to have. If you don't like Clairvoyance, go for heal.

Why no Flash ?
You're the tank. If you escape, the rest of the team dies. So stay there and keep them with you while your team retreats.

Pure tank anti-AD build is in need of money. You will be harassing a lot, while your carry do the last hits. So to get your gear up, you will need the gold/sec items and masteries. Yes Greed is good ! Since you will use up a lot of mana, taking Expanded Mind and Meditation will be helpful too. And with Scout never forget to ward !

Since your items will all be very tanky, you are less in need of full 30 defense masteries.
But you will still much benefit from early Hardiness and Resistance . Durability and Veteran's scar will toughen you up too. The must have is Initiator . This boost in movement speed is very efficient. And since AOE damage is everywhere, Evasion will make Morgana pools tickles.

Going all the way down to Utility is not interesting since you will get your CDR from items.

Build 2, with an even more offensive early game, won't need the money since she will be last hitting more and killing enemies ! Since she won't be very tanky from the start, she needs the full defense masteries. Enlightenment will provide the missing CDR. Mercenary will be a good source of income. Juggernaut will alleviate any disables. Honor Guard with Evasion will make a good damage reduction combo.

- 9 Greater Mark of Vitality is a good option for Leona since her shield brings a high level of resistance and armor in early game. You can focus on health to be more tanky right from the start.

- 9 Greater Seal of Armor is almost a no brain as Armor is what you need as a tank. Mana regen is not much needed since you go for the Philosopher's Stone first.

- 3 Greater Glyph of Magic Resist and 6 Greater Glyph of Scaling Magic Resist are what i found the best combination of early and late game resistance.

- 3 Greater Quintessence of Movement Speed I used to go hyper tanky early game with 3 Greater Quintessence of Health for almost a year. But recently i tend to pick Swiftness over HP. I grew fond of mobility on Leona as her low base speed needs to be taken care off. Without those Quintessence, it seems she can never catch anyone running away. :-)

With runes and masteries you go up to 8% movement speed boost ! All in, you max at 405 movement speed. Yay ! \o/

Gold before harass

Before lv 3, you are not a threat to your opponent. While waiting for you combo to complete, why not ask your carry to let you do a few last hit ? This way, you can buy your gold item faster and start producing gold earlier. A win win situation ! After level 3, stop creeping and start your harass !