Definately Leo's. I'm not a big army fan anyway: they can attack only once, compared to the 3 or 4 times the seperate units can attack, and should you leave it near your human opponent, it's going to be destroyed just as fast.
Contrary to what you said though, you don't have to hang around with your leader to make a sipahi army ofcourse. You could make the army and just sit around with that untill Sipahi come around
. At least you would free up a chance to get another leader.