When I was using my friend's long arm I almost always did a fancy border that involved turning the top. It's the way I think.
I never found turning the quilt for the borders to be that big a deal -- everything is already quilted and stabilized other than the border. If you have clamps it's easier just to attach the top end and then clamp down the unfinished part instead of rolling it around the boards.
Depending on the design, sometimes it can be a lot harder to reverse the direction, so for the final border again, it might just be easier to attach it to the top than to have it rolled back out.
I tried various techniques for leaders, I found my best option was to make sure I had plenty of extra backing and I used wide blue tape to attach the back to the bars. Liked that better than zippers or basting to fabric leaders.