I have a Rowenta Pressure Iron & Steamer that I love. It doesn't leak I think because the water is held in a separate reservior (sp) and the steam comes through a long hose attached to the iron. It's a little pricey though. I've also got a Continental Platinum iron that someone on this board suggested. It does not use steam--no steam holes and does not have an automatic shut-off but for it's small size, it's heavy as the dickens! Paid $28.00 for it at Home Depot. I love it also!
I solved the problem with forgetting to turn off the iron by plugging it and a lamp in a power strip that's powered by a light switch. When I leave the room I turn off the light and so does the iron!