I've tried various techniques, from no leaders (most of the time ok, sometimes terrible results), just leaders or leaders and enders (rarely use enders but sometimes will with triangles), and to what I do most, which is use a piece of ugly fabric folded over as a leader, it usually starts something around a 6" square, and I repeatedly use that one piece until I can't stand it anymore. It's big enough for me to see and easily find, periodically I might trim the loose threads off of it, or not... Current piece is an unattractive Hawaiian square of a suspect blend.
The big thing is that small pieces don't get sucked down into your machine. It helps me be more precise with my seaming and keep from joggling that starting or ending. Helps keep those threads off me and my projects. I've been using leaders consistently for at least the last 10 years. For me, there are always little scraps and snips of fabric and I have no problems using them in this way.