I pronounce it le-aw-NEE-dahs. To me, lee-ON-i-das has a strong "English" feel in it - like, people who speak English pronounce Andromeda ahn-DRAW-may-da, Angelica an-JE-li-kah and Veronica ve-OH-ni-kah instead of more habital ahn-drah-MYE-ah, ahn-je-LEE-kah and vye-rah-NEE-kah.