Vel'koz. 
He out ranges her by a large amount because of his Q, so he can keep poking her and her adc without getting engaged upon. If she manages to latch on to your adc, unleash your full combo and bam, you have a dead leona on your hands.
??
Or counter with another tank, Xerath, etc. Vel'Koz will result in a aggressive lane and the enemy jungle will abuse Vel's CD.
I agree. I didnt even need to read your reasoning. Vel Koz is a great anti ALL in support champ like Leo. His Q will prevent her ADC from coming in hard behind her, his W will get some good stacks for true damage in, and the E can be used to knock up her or ADC to pop remaining stacks. He is high burst mage, who has enough CC to keep her away. That being said, dont pick Vel versus a Blitz or Thresh... please...
Alistar. Leona hooks your ADC - Headbutt. Leona hooks you? Q or Headbutt. Most irritating support ever.
a strong counter is 
let her jump to the champ then pull her and knock her up so she gets caught in your favor
Then you remember leona is a natural tank and doesnt get "bursted" And while youre focusing the tank, your adc gets shit on. I love when people focus tanks, and not the adc. They teach you this in bronze for christ sake.
Please dont listen to op guys dont pick vel into leo, leo will shit on vel really easily. I want you to understand that vel has hardley any cc to peel leo off. Slows dont mean shit when the your adc is stun/snare locked by leona. while your e has a rather normal cd leo's damage, cc, and gap closers are on very low cooldowns. Vel's niche is to sit in a bush at 6 and e the adc then proced to one shot them. While has some some good peel he doesnt have cooldowns to fight 2v2's as well as traditional support.
