I just (yesterday!) purchased pillow ticking for my leaders and ordered zippers as well. The reason I'm going with home-made leaders is because I'm quite short and I wanted a longer leader on the take-up roller than was available as a pre-made marked leader.
Debating on whether I want to pre-wash my ticking or not ...
On the plus side of pre-washing is that it will shrink and I won't have to worry about if I ever need to clean the leaders later they will be shorter and the zippers will need to be removed and re-sewed ... etc. But I really don't know if I'll NEED to wash my leaders. I don't eat, drink or smoke in my long arm room ... so can't imagine a reason to wash.
On the plus side of NOT pre-washing is that I'm using striped pillow ticking and at the moment is straight and has that stiff sizing on it. I know from experience that when you wash stripes (even wovens) the straight of grain doesn't stay so straight. I may lose the benefit of the stripes.
So ... I'm sitting here thinking about it
Oh ... if you do buy pillow ticking for the leaders, make sure you buy enough length to fit your long arm. My frame is 84" and I'm installing 72" leaders so I bought 2 1/8 yards (the 1/8 is in case I decide to pre-wash).