Most people choose leads that are either capable of setting up Stealth Rock, Spikes or Toxic Spikes, or capable of using Taunt. While these are not bad strategies in themselves, it does make you think - why would I do this when I can easily counter it?
Skarmory, for the record, is horrificly slow. It gets raped by Infernape leads. It will also get raped by many other leads, namely the fast Taunters (as this means Skarmory can't do what it's meant to do).
I've seen many people use a Foretress lead. I always do the same thing against these - set up my Nasty Plot Infernape. Ends up with a very dead Foretress. If Foretress decides to use Explosion, my Focus Sash kicks in. THEN you have the real problem - Blazed AND Nasty Plotted Modest Infernape Sweep. And that's my FIRST Pokemon. If you even manage to beat that, you'll be pretty much dead.
So... setting up a sweep on the first move can be a good idea. The only thing you have to be careful of then would be fast sleepers. Umbreon Lead is beastly. It will be used to set up a Baton Pass chaing (starting with Yawn, most likely, then using Mean Look only to Baton Pass that to an appropriate counter. Let that get set up, and you're screwed)
Some other common tactics are the lead Trick Scarfers. This is where I LOVE having a lead pokemon which I use for Sweeping. If I decide to use Flamethrower or the likes because I know they are faster, putting Choice Scarf on my Infernape just makes it soooo much better :3
Although you can then put in an appropriate counter, it's not bad at all
There are many other lead possibilities, but I like my Infernape lead the best :3