Leona is a great tank, and my main for tanking. She has many specialties involving Crowd Control and can interrupt enemies during team fights with ease. As all tanks, build should be based on what the enemy has more of being Attack Damage(AD) or Ability Power(AP). For this i have listed 2 builds for either, 1 focusing on armor and Aura based items, the other focusing on magic resist for use against more AP sided teams.

Tanks can be built with a variety of items. From health, to armor, to magic resist. It all really depends on what the enemy team is made of. If it is more Attack Damage than Ability Power, then with a little common sense you build armor. I have listed 2 different sets of items that i build based on enemy team comp. There are many substitutions to know about though while using either build. When you have 6 items bought and can carry no more, sell the Doran's shield to make room, BEFORE using Gold per 5 items such as Heart of Gold and Philosopher's Stone. If Mercury's Treads are more important than Ionian Boots of Lucidity, it is imperative that you purchase them instead. There are just so many substitution items. It mostly depends on the teams and what your team needs to succeed.

Build 1: Consisting of Attack Damage based enemies
Thornmail and Randuin's Omen are great choices as substitution items.They go perfect together for shutting down attack speed based champions such as Tryndamere, Kog Maw and others.
Another good item would be Zeke's Herald depending on if your team needs extra lifesteal.
Warmogs is great item for health and health regeneration.
If your team is dependent on mana usage, Soul Shroud is another choice.

Build 2: Consisting of Ability Power based enemies
Sell Doran's shield when build is full to accommodate space for Force of Nature.
Sell Heart of Gold for Shurelyia's Reverie, or make it easier by starting with Philosopher's Stone instead of Heart of Gold.
Other than that this build has good Magic resist and some good armor as well.

This skill sequence that i have set up for Leona is specially made for protecting the AD carry on your team that you should be laning with. It will also help for early stuns by allowing level 2 lane stuns on the enemies. This is great for getting as much harass and early kills stacked up on the AD carry. It is important to get many assists as any tank, otherwise you may want more Gold per 5 items(Philosopher's Stone, Heart of Gold). Good skill sequences in game, for getting good stuns and kills is as follows:

1. Get Shield of Daybreak for the stun
2. Get Zenith Blade for the initiation
3. When lane is ready for a kill, Zenith blade to desired target, and activate Q while en route to enemy target. This will allow you to immediately stun the target when you reach them. Then help the AD carry secure a kill using exhaust when necessary.
4. After level 3, when you use Zenith Blade, activate Eclipse while en route to target enemy. Doing this will give you the extra defense. Stun the enemy as soon as possible, then Eclipse will activate damaging enemies and prolonging its defensive traits.
5. Being the tank, your team will entrust you with initiating team fights. Using Solar Flare (R), you can stun and slow multiple enemies in the radius. This is a great initiation compared to other tanks because of its range. Although care using it, missing is always a potential.

Exhaust is always a good sumoner spell to use when bottom lane tanking with the AD carry on the team. It will help escape from lost fights, lower damage on the team during fights, negate enemy damage, and aid in ganks or escaping. Flash is also good to use for escape or chasing in some situations.

These runes give tons of armor and health early game which is what every tank needs. It is impossible to tell when to use magic resist in place of armor, so armor marks and seals are good, while grabbing magic resist glyphs to also have some early. Health Quintessences are great for tanks, and all of these runes are aimed for early lane defense in aiding the carry farm and get kills.

These masteries focus on getting cool down reduction, which is very important for Leona. Also it focuses on all the important masteries in the defense tree to add more and more defensive tanking ability for early and mid game dominance.

Team work, in all games, it of the utmost importance. Team work is what wins games, and if only one or two members are doing poorly it can drag the team down, mostly the tanks or supports. Tanks and supports rely on Gold per 5 items, and assists as their gold income. A game that falls short of assists and kills, will sometimes show poorly on the weakly outfitted tanks or supports. It is important to always have teamwork, because I have noticed when i play, if the team is performing poorly, the tank is doing worse. Focus on playing with people you can communicate easy with(friends on skype), because communication is key to securing victory.

Overall, Leona is a great tank, when played correctly(as are all champions). It is important to be able to land the Solar Flare for initiation, and also being able to land a Zenith Blade to a Shield of Daybreak after the Solar Flare will leave the enemy dazed and confused from all the Crowd Control, and allow your team great victories!