Leos are solitary creatures, so should be housed alone. Sometimes two females can be housed together in a large tank (say a 40 or larger). But you have to watch for signs of stress or dominance, and have enough warm and moist hides for both. Males should never be housed together, no matter how large the tank. Even during breeding, the male and female might not do well when kept together for very long.
http://www.thegeckospot.com/leobreeding.html