I took a class last year from Sally Collins - the precision piecing guru. She highly recommends leaders and chain piecing and starting with the needle down. She seems to specialize in miniatures and so the pieces are really small we were working with. I also try and remember to use and single hold needle plate. There is a neat book By Bonnie Hunter called Adventures With Leaders and Enders. Gives patterns of what you can do with your leaders and enders. To answer your question - I use leaders most all the time and always when chain piecing.