Eh, you cant give general advise on creating lead sounds. Experiment, and keep what sounds good.
One thing I noticed... leads that are lowpassfiltered too much get lost in the mix. A "clear" lead should have some brigtness in the upper range. That can be anything from 3kHz depending on the sound. I often try to boost narrow frequency bands to accentuate certain frequencies... It will make you lead sound "clearer" and more dominant in the mix.
Also a good idea is some kind of exciter, voxengo has a few. They basically compress and boost certain frequencies, I find this useful for leads.
Are you looking for the 'wall of sound' or sharp / smooth clear leads ala psy trance?
If your using many SAW noises perhaps try a square based lead.
Waves doubler is good for thickening leads and giving a wider soundstage.
You could run a send of the lead to a fx channel with some nice reverb and delay (remember the order of the fx used will change the effect that will happen e.g. a reverbed delay is different from a delayed reverb).
