The top picks not in lane to counter Leona include Zeri, Draven, and Samira. These champions are all good at countering Leona with win rates over 56%. Even if these Leona counter picks are not used in the same position as you, it's not a good idea to play her into any of these matchups. They will likely beat Leona.
Yet, if the opposite team choses either Karthus or Orianna, Leona mains should seriously consider selecting her, as she easily dominates these champs with win rates over 55% against each ofthem.