The leona build I usually run is:
Open Regrowth+pot -> Philo -> HoG & Boots 1 ->
Then I either go Merc[usually] or CDR boots, as well as pick up a chain vest, and start building sunfire cape or frozen heart, depending on their AD's farm status. My next item is usually Abyssal scepter to make myself do more damage and help AP carries get an edge in. If someone already built it then I just pick up BV or FoN.
I usually grab a kindlegem or something in there somewhere for the CDR...but I tend to feel like I don't need it as much.
At least, until all my Cooldowns are blown and I'm looking silly just standing there. But whatever. I get my job done.
-DD