If you do change the bulbs to HID, you will need to get 'shielded' bulbs. These are HID bulbs which are designed to go in reflector-type headlamps, which is what the Leon has.
I bought a HID kit for my last car from hids4u, they were very helpful.
If you have H7 headlamp bulb (for the dip beam) then you will need a kit like this:
hids4u.co.uk/h7-35w-ultimate-xenon-hid-conversion-kit.html
Make sure you select 'Reflector' for the bulb type.
The kit is easy to install. You unplug the bulb connector, and connect it to a wire which runs to the control box. Then, another wire runs from the control box to the HID lamp. The only tools you need are your car keys (to unlock the car and open the bonnet), and some electrical tape to cover the connections with
The most difficult thing is finding somewhere to put the HID control boxes (there are two of them, one per headlamp). The boxes are about the size of a cigarette packet. They come with sticky pads on the back, but cable-ties are better. On my last car I tied one to the inside of the front wing panel, and the other one I tied around the battery case.
The other benefit is that the HID kit is £80-£100 (256-320 lira?). The LED headlamps, control units, wiring, etc etc would be LOTS more. I agree with dw911, HID is the way to go if you have standard lamps:
1. Change dip to HID
2. Change main beam to a more powerful standard bulb.