Leo's best class is Sorcerer. In this magic-based class, he gains access to two important things; one is Exacliber, a tome that does MASSIVE damage to fliers and great damage to other foes and Nosferatsu, which is amazing for Leo because his SPEED isn't that great in the first place and Nosferatsu cannot double. Also, his magic and speed is better which are two important factors about Leon. People like to keep him as a Dark Knight because of its bulk but Nosferatsu can easily patch that up as he can just heal himself back up (Aether might be a great skill--it can double and heal). The other thing to Dark Knight is its movement and STR. While his movement will be missed, his STR isn't really necessary in the first place, as his only good sword would be Leo's Iceblade and that wouldn't even be near how good Byrnhilder/Horse Spirit is.
All in all, Sorcerer is Leo's best class excluding DLC Dark Falcon.