If you have a leader, its position is extremely important. It should be guarded and not lead from the front. The leader's influence also moves with it, so you can have your leader start on one flank, activate troops in that area, then move the leader to inspire another section of troops.
However, you don't always need a leader. You can do interesting things with a hero, who is a lead from the front type. Terror, which can be used to control the board by driving back weaker troops, Assassin, which is obviously deadly, and Tough can all be good and sometimes overlooked personality types.
I have found the game to be much more enjoyable with a good scenario. There are several in the rules and you can find more online.