As a fellow Shaco main, I can say with 100% accuracy that I never ask for a leash. If the laners want to stay and give the camp a few autos, then that's their business and are welcome to do it. When I first started playing Shaco, I had some bad experiences from laners who leashed TOO MUCH, and ended up taking XP and sometimes even the monsters themselves. Of course this was in the Season 4 jungle, but even nowadays I always let my laners knows that leashing is not necessary.
Part of the issue is that I almost never invade the enemy's buff at level 2 like most Shaco players do. At higher elos it's simply too risky, and a coordinated team will often converge on you while you're killing the enemy jungler. Either that or they will simply start at their buff camp and move on from there, thus preventing the level 2 cheese. Good junglers aren't stupid; if they see a Shaco on the enemy team, they ALWAYS assume they will get invaded. Too much can go wrong, and if Shaco is set behind early due to a failed invade, it's quite difficult to come back.
It's also important to gauge the tendencies of your laners when considering a level 2 gank/invade. For example a Tristana+Thresh lane will often push quite hard from level 1; that's just the way that lane will play out due to Trist's E passive and Thresh wanting to get level 2 as fast as possible. A Kog'maw+Janna lane, on the other hand, will want to sit back and be as passive as possible. Both lanes are very hard to gank at level 2 as Shaco. With the former, the wave will often be at the enemy's turret before you're finished your red buff. With the later, Kog and Janna will not have enough to contribute to a gank at level 1, not with cc or with damage. Thus, the better decision is to simply clear your jungle as normal instead of going for a cheese gank.
What does this have to do with leashing? Well, naturally I would expect the Tristana+Thresh lane to want to start pushing for level 2 as fast as possible, so a leash would be less likely there. The Kog'maw+Janna duo would be more inclined to leash, since they don't want to hard push for level 2.
Lastly, the only time I really require a leash is when I want to take 2 camps at once (or alternatively, both buff camps at once). I do this by placing 2 boxes at the first camp, then running over to my other camp and placing 2 more boxes. The laners (usually bot lane) will then leash at one camp just enough so that the boxes kill the monsters, granting me the gold and experience without actually having to be there. Then I simply clear my buff camp as normal using the other 2 boxes. This way, I can take both my blue and red buff at level 1, then invade or gank as soon as the enemies get into lane.
Of course, this strategy requires above average coordination and game knowledge, so I rarely do it unless I'm playing with people I know and trust.