Love
Respect
Security
Decisiveness
Communication
Affection
Godliness
Quality time
Affirmation
Thoughtfulness
Touchy-feelies
Straightforwardedededness
...and the list goes on. Basically, it's close to what my list would be of what men want. I think that generally speaking, men and women want the same things in a relationship - they just want more of less of this or that than what men want.
And of course, as was mentioned earlier, there are individual considerations. No woman (or man, for that matter) wants to be treated like "statistics say that this is what you want, so here ya go," or "the woman manuel says that you'll respond this way if I do x, y, or z." Aside from being offensive, this takes all the fun out of getting to know her.
Regarding leadership - communication, trust, confidence, decisiveness, direction, good judgement and a whole slew of other things are needed if she is going to feel secure.
But she also has free will - but that would be getting into another thread topic.
Oh, and chocolate. They want chocolate.