I personally like Leona. However, she works best with a dps or nuke partner as her passive applies a debuff that grants your teamate extra damage. She can be a bit frustrating early game, but once you build up her armor, health, and resistances, she can wade into team fights and set up kills for your team.
Currently, I start her build with cloth armor and two wards. I've been using the Ninja Tabi boots for the damage reduction, Warmogs and Force of Nature for the health and regen. Thornmail and Sunfire Cape combined with her exploding shield are great for clearing minion waves or making teamfights painful to opposing champions.
For her abilities, I currently start with Q (On hit stun) then E (gap closer) and W (Shield). Once I have her ult (AoE stun/slow), I initiate a fight using RWEQ.
R to stun (applies debuff #1), W to start the timer on her shield, E to close (applies debuff #2), Q for another stun (debuff #3), and by that time, the shield should be ready to explode for debuff #4.
Unfortunately, if you initiate and your teamate sits back and does nothing, Leona has trouble dealing enough damage to secure the kill yourself.