I'm not sure marked leaders add much, if anything.
I do think adding Red Snappers or a homemade snap-on system helps. See this video that shows how quickly you can load without measuring:
http://www.youtube.com/watch?v=GzGyf_lO4nE
I am in the process of adding a homemade snap-on system to my frame:
http://www.quiltingboard.com/picture...s-t234134.html
I had already installed zippers on my leaders, but realized that when I sew the backing to the zipper tape my sewing machine is stretching the backing. I'm thinking a clamp-on method will be more realistic in terms of keeping the tension on the middle of the quilt the same as the tension on the very top and bottom.
I also think it's valuable to add a long measuring tape to the frame to make sure that the quilt continues to be tensioned properly from side-to-side as you quilt:
http://www.tkquilting.com/longarm_centering_tape.html
You have lots of markers on this tape to mark block placement, inside borders, outside edges, etc.
If you do want marked leaders, it is actually more accurate to mark the leaders *after* they are on the frame. That way you can make sure that all the centers match. If you have pre-printed leaders, it's much harder to get all of them aligned perfectly on the rails.