Jacob is right. The only time that you want to use a leader is when fishing for bigger and harder fighting fish like musky and pike. The main reason is because of they're teeth clamping down on the line. I know a lot of guys that even use them for catfishing which isnt a bad idea because of the fact they have stronger jaws than say a bass.
Bottom line use them only when absolutely necessary because they do tend to mess with the action of the bait that you are fishing with which will decrease the amount of fish you're pulling in.