If you define "best" as most effective, then Lady Macbeth demonstrated some strong leadership skills, at least in the beginning of the play. She was very effective is overcoming Macbeth's reservations about killing Duncan and spurring him on. She figured out the details of the murder, drugged the drinks of Duncan's attendants, and laid out the murder instruments. She instructed Macbeth as to how he must behave, before and after Duncan's murder. Duncan's death was accomplished according to her plan and Macbeth soon claimed the crown.
Macbeth's leadership skills were horrendous. After gaining power, he had no workable plan for disarming his critics and gaining the support of his people. Instead of leading Scotland, he punished his countrymen, murdering those who threatened his position. He succeeded only in making himself a despised tyrant rather than a leader. At the conclusion of his life, the only Scots who fought for Macbeth were those who had no choice.
Duncan's legitimate heir, Malcom, does demonstrate the potential to be a good leader. He recognizes reality, assesses danger, and acts quickly, leading him and his brother to flee Scotland when Duncan is murdered, thus saving their lives. In Malcom's conversation with Macduff, Malcom shows that he is astute and understands the dynamics of the political situation in his country. He does not jump to conclusions or make snap judgments. These traits will serve him well as Scotland's true king.
Arguably, in Macbeth, the best leader is Malcolm. Although he flees Scotland after the death of his father, Duncan, Malcolm returns with the strength and desire to rid Scotland of Macbeth and to restore peace to his kingdom. We see clear evidence of his strong leadership qualities in the closing lines of the play when Macbeth has finally been overcome. Malcolm promises to reward all of his kinsmen by making them earls, for example, and he intends to restore all who are in exile. Finally, he promises to do whatever else is necessary to restore Scotland to its former glory, "in measure, time and place." It is these values and intentions which firmly establish Malcolm as the ideal king.
In contrast, the worst leader in Macbeth is Macbeth himself. He comes to power through murder and sheer ambition, for instance, and kills one of his closest friends, Banquo, in order to preserve his position. Under Macbeth, Scotland is a place of violence and fear, and it is only transformed by his death and the accession of Malcolm.