My LA came with leaders but over the years they stretched and became quite thread bear. I bought 120" heavy muslin and made my own leaders.
If you do get a longarm machine, the very first thing to do is put a hem in your leaders where you pin. A hem like in clothing and this will reinforce your leader.
I attach with velcro. I just took the velcro off the leaders being retired and used that. Worked out just fine and saved myself bucks not buying new velcro.
I've never regretted my LA purchase. I purchased a HandiQuilter 16 with stitch regulator and the QuilTable. I'm impressed with machine performance, but more importantly I'm impressed with their customer service. No matter the question, HQ is there to help. Everything from loading a quilt to technical issues, they are happy to give assistance.