There's more to leads than knowing theory, altough that is almost indispensable if you want to do it fluidly. The above suggestion about taking notes from chords is fine, but it will get old pretty fast. You're probably limiting yourself to roots, thirds and fifths, and that just sounds boring after a while. Know your theory... Start with scale harmonizing (formation of chords). That will give you a good foundation, since you will actually know which notes to play and which to avoid (staying within the more common definition of harmony, but hey, break the rules if it sounds good to you). After knowing what to play, comes the hardest part (believe it, it's really the hardest part) which is making it sound expressive. I won't give you the "feeling" bullshit, since that kind of talk doesn't do anything for me, but if you wan't to sound good you have to pay attention to all the little details and nuances, the vibrato, the bends, etc. It comes down to making everything sound in place, within a context.
Anyway, a good way to develop your own style is understanding other people's style. Learn the solos you like, but not only "the notes in it", but also the exact way they're played and what's going on in the background. Analyse the harmony, that's really important.
Just my two cents.