My frame (Little Gracie II) came with canvas type leaders the original owner made. They seem pretty good, quite firm and not stretchy. They are varying lengths. I need to check paperwork that came with the frame to see if they are recommended sizes but I think they are ok.
I did buy a set of "Leader Grips" after seeing them demonstrated at Lancaster AQS. I really like how simple they are to attach, and I will have enough pieces left over to make the side grippers too as the retail store near me only had one size set in stock, for a frame larger than mine. I didn't buy them at the show because I needed to take some measurements from my frame. They are really easy to attach, yet hold firmly.
As I also bought the Sure Stitch stitch regulator, I am closer to getting my set up ready for me to get practicing on! Good thing as I will be out of work in a few weeks.