I usually only use one leader. As in, when I am finished sewing for the day, I put a leader under my needle and keep my needle down as well as the pressure foot. Then when I start up the next day, I use it as a leader for my first piece.
My machine has a push button thread cutter and I use that all the time, so I don't have hardly any waste of thread. Just about a 1/4 " on the tail end and less than or there about a 1/2 " on the next beginning. Plus, I chain stitch whenever I can with a pattern.