Your choice in filter is going to have a profound effect on the end result so take a minute to think about what you're trying to achieve.
A few things to keep in mind:
filters with fewer poles sound "softer"
resonance = "squeal". A little is good, too much can make ears bleed.
filter out too many frequencies and you're left with nothing
Example 3-a: filter sweep (12db, 36% resonance)
Example 3-b: filter sweep (24db, 36% resonance)
Example 3-c: filter sweep (24db, 80% resonance)
Modulation is key to creating "movement". This can include modulation effects--flanger, phase, chorus--as well as the modulation of synthesizer parameters--filter, oscillator pitch (for vibrato), pulse-width, etc. The latter is especially useful in creating "expressiveness". For example, try routing the mod-wheel to the filter frequency, after-touch to vibrato, etc.
Example 4: Phaser applied to the previous patch
Consider adding some distortion or filter drive to give your leads more bite. Even better, find the sweet spot between the two. Distortion also acts as a basic form of compression which can help to even things out.
Example 5-a: lead with filter drive
Example 5-b: lead with filter drive and saturation
When using many effects its important to consider the order of your signal chain. As a general rule of thumb:
sound source -> modulation FX (phaser/flanger/chorus) -> compression -> spatial effects (reverb/delay)
I've left EQ and distortion intentionally out of the signal chain because these can move around depending on the desired effect, though you'll typically want to put any sort of distortion before your spatial effects.
A final word on stereo image
I can sum this up in a single statement: the majority of sound systems you're going to play on are mono.
I've gotten into many arguments over this statement, but in my experience it's true, and with good reason: it's hard enough to ensure a consistent monaural listening experience in a large room. When you throw another channel of audio into the mix you introduce a whole new set of problems, especially when stereo effects.
Sometimes you'll get a nice sound guy who'll take a stereo mix and sum it for you, but more often than not you're just going to get a single mono DI box handed to you. If you're lucky your synth will automatically sum to mono for you when you plug in a single patch cable, but your best bet is to simply design your sounds with this mono requirement in mind: avoid the use of ping-pong delay, auto-pan, stereo wideners, and stereo modulation.
You can always add stereo FX in the studio, but when you're playing live your motto should be "loud and proud": a lead that consistently cuts through the mix regardless of the sound system or circumstances.
Separate audio into separate tracks and groove away