I just got my longarm last month. I purchased plain canvas leaders for it. I hate pinning to those leaders - too many pin pricks, and I know my back will eventually complain. I know that there are other possibilities, two being velcro and zippers. There are also multiple ways of loading the quilt - floating the top, floating the batting, etc.
We have some very talented longarmers on this board. I would be very interested in hearing whether you use velcro or zippers, and why, what type of leader material you recommend (weight of canvas?) and how you choose to load your quilt. If you have pictures of your setup that would be great!