As I said earlier in my Leona posts a few pages back, she has an Amumu-type initiation skillshot ability and a Rammus-type defensive ability, minus the "Thornmail effect". How I would build her is like this:

1 Q > 1 W > 1 Q > 1 E > 1 W > 1 R

Leave her E at level 1, because that'll be enough for any teamfight initation needs (similar to Amumu's Bandage Toss, where most Amumu players will only get level 1 BT and level that ability at the very end). After level 6, depending on yours (and your team's needs), distribute points between your Q and W whichever is needed. Though in my opinion, I would try to max her W up first ASAP after level 6 because it'll give her a lot of survivability during teamfights and ganks. And deal some nice AoE damage too (which will prolong her shield effect for another 3 seconds if the AoE burst hits any enemies).

Initating a teamfight:

Line up your E, and try to aim it where you will bring yourself to a squishy champion at the very end of your skillshot. Initiate, then quickly pop your W (shield), then quickly follow it up with your stun (Q). At this moment, you should be heavily focused. Now use your R and drop it where there is a lot of enemy champs clustered correctly. If used right, this will stun a few enemy champs and slow the others, depending on where they are when the ultimate is casted

These are the list of items I would definitely use on Leona. The items I'm listing are almost strictly tank items, with certain exceptions

- Frozen Mallet

While she is not a DPSer or anything like that, she is considered a melee tank champion. Therefore, any of her attacks - with Frozen Mallet equipped - will slow targeted enemies down. Great for chasing stragglers after a teamfight. Also, the +700 HP it gives will definitely give her some survivability.

- Randuins Omen

Self-explanatory; this items is almost a MUST for tanky champs. Once you use your E and initiate a teamfight, you can pop its active effect and give your team a slight advantage at the beginning. Its passive will pretty much debuff AD/AD DPS a bit. Also, the armor it provides is sufficient enough to counter any AD/AD DPS champs. The HP it provides will also contribute to her survivability too.

- Thornmail

Again, self-explanatory. Just get this if you need to hard-counter enemy AD DPS champions - or just AD-based champs - anytime.

- Mercury Treads

I don't need to explain much about why you need to get this on Leona because she's a tank and needs to soak up lots of CC.......

- Banshee Veil

This is a MUST get on Leona. Since you're the tank and is the first one to initiate teamfights, its best for the enemies to blow a couple of critical debuffs they have on you instead of your teammates. You'll at least block one of the debuffs, and that'll help a bit with your survivability. The HP/MP it provides will help greatly with survivability.

- Force of Nature (FoN)

No matter when you build this, you'll heal a lot due to its unique passive effect because you have a lot of HP. Plus since it gives a lot of MR, this item - along with BV and Merc Treads - is great for countering mages/caster champs through magic damage mitigation.

(+1425 HP, +375 MP, +175 armor, +151 MR)

Other items I would consider:

-Quicksilver Sash (QSS)

Still an underrated item in a lot of games despite the fact it has a 90 second - not a 120 second - cooldown. In case the enemy team has tons of CC, pick this up. From personal experience, its a great way to get out of a situation where you are being debuffed very heavily.

- Guardian Angel (GA)

In case things get very hairy where your survivability is crucial to your team, pick this up.

- Frozen Heart

If AD DPS champs become a huge issue, get this item and get in their faces so their damage output is substantially reduced.