Of course Anonymous has leaders. A leader is someone who inspires people to follow them. However those leaders normally aren't "defined" (ie have names, ranks, titiles etc) and arise out of the masses when someone feels strongly enough about an issue. There are plenty of people who organise outside the Chans on IRC etc and think themselves bigshots, but they have no more influence on Anonymous then any other anonymous poster*.
However if you lurk on the Chans enough, and spam your message enough, you will gain a following no matter how weak. But Anon will do anything, ranging from abusing 12 year old girls to tracking down animal abusers, if they find it amusing.
The problem the MiB types have is that they think that they can just identify a core group and remove them. That wouldn't stop the random chaos that Anonymous partakes in, because new "leaders" with new ideas for lulz would emerge.
The high profile hacking attacks aren't really "Anonymous" though, they are people who met on the Chans that decided to create more formalised groups with fixed agendas. Anyone can call themselves Anonymous, but the strength of the original idea relies on the Anonymous nature of Chan style image boards.
* Which is why I go to 4chan. It is interesting to have discussions without reputation and the like clouding the strength of an argument. On other forums you normally get insiders and outsiders and people react very differently to the same argument depending upon the screen name attached to it.