I have a Gammell longarm machine that came with canvas leaders. I got zippers from this
online store:
http://stores.longarmconnection.com/quick-zip-system/ . I love the zippers as I can sit and put on and take off the zippers that are on the quilt. If you get the basic set you can then get the "renter" set so you can alternate between different quilts if you want. You have to sew the zippers to your leaders but they give you great instructions and you only do it once.
I'm sure you could google how to make your own leaders. Mine are attached to the bars with a very heavy duty tape. Oh, and you can get the safety pins from that website too and definitely get a tool that helps you release the pins on the leaders(bottom of quilt, etc).