If you're set on the standard cut leaf tips, here's a few things:
1) Crank that sonofathing open, and I mean it. Don't be shy with it; I spread the tip of my 70 open about 3/8" and it works much better.
2) Don't lift the tip up at an angle, when you're pulling away, pull it straight out and away. Lifting it encourages the little toothlike bits to tear the point off of the leaf.
3) Use a stiffer icing from a recipe that has glycerine or corn syrup in it. The addition will help give the frosting some elasticity.
If all else fails, make your leaves from royal icing. My last batch of leaves I did with royal, and only had about 5 out of 150 with the torn tip.