I have tried both and I prefer using leather. I think the extra pressure you have to put on the flint when using lead does not help the life of the flint and puts excessive pressure on the hammer screw threads.
That is just my opinion, I suppose it is down to what you are happy with and what you think works best.

The life of a flint is unpredictable, you can get as many as 50 shots from one flint and another one will shatter after a few shots, so it is a good idea to keep a few spare ones with you.