Well to be honest, you're looking at the whole idea of leading in the wrong way. you need to have a strategy, not just go out there and say "i want to run the bulkiest of walls which will leave me undefeated". Now I know thats a pretty _extreme_ way to put it but, you see my point right? Look at it more like this.
Ask yourself these three key questions:
What do I want accomplished?
How will I aqquire what I desire?
What could prevent me from obtaining sucess?
Use those and you can be sucessful, with many many things, both inside and outside of pokemon. :p
And to answer the question more directly; You need a balance of bulk, pace and offense. For example, leading with something like CM Gira-O + Dual Screens Mewtwo. The only thing that could beat that combo as a lead is hax itself.