Wow, the old thread lives. Its older than most peoples kites :)
As I type this I'm sporting a bump on the back of my head courtesy of my leash today

. Kind of surprised me as it has always been either along side me or returned the board very slowly - actually I usually have to pull it in as my board thinks it is, in fact, a submarine and the reel pays out a long way.
I have been saying I'll get a helmet since I got the leash but I'd been lulled into a bit of a false sense of security by its convenience and lack of incidents. I'm under no illusions as to how much worse the knock could have been and I'll be ante-ing up for a helmet immediately. I also have a MASSIVE bruise and broken skin on the back of my leg from last time where the board must have hit me (dont remember it happening but I sure felt it when I got home).
Of course, I've had at least triple the board-time since getting the leash - as other people have pointed out, you can spend a much higher proportion of time bodydragging back to the thing, and a couple of times I've thought I'd lost it (as it prefers to turn upside down in the water). Its certainly convenient and I think will make you learn faster.
While I hope to one day (soon!) increase my competence to a level where I can get rid of it (ie not being totally unco' riding to the right) I find even small waves from 20kt+ winds at a place like botany bay get annoying when youre in the water and I got sick of taking in mouthfuls of water, receiving wedgies of a magnitude I never dreamed possible (from my harness) and just generally exhausting myself constantly dragging upwind. The bottom line being that there is a level of risk in kiting and undoubtedly an increased level of risk associated with using a leash - you mitigate that risk by the use of a helmet/vest and accept what remains or simply stay at home.
(or learn to enjoy bodydragging). I thnk as long as you go in with your eyes open, they are a great aid to learning and reducing the piss-off factor during that period.
Sk