Can you please tell me what you think of each of these nicknames, and which one you would choose?

I would use Leo, its cute, friendly but masculine and interesting. Leon is a good one too, I like it, but this is used as a full name and I think of it as such. I'm sure people are called Leo but it sounds more like a nickname to me. Leony is not accessible as a nickname, it's just a little clunky. Leo is far better than Leony.