Simmer thick leaves in a baking soda mixture. It should leave behind the skeleton of the leaf which you can then lightly paint or dye. Or you could always just buy some skeleton leaves in craft shop;
Great Fall / Autumn craft ideas for you and the kids! DIY Painted Leaf Art for Kids
How to preserve beautiful fall leaves. A great idea for four-leaf clovers, too! Mix one bottle of glycerin (found in the pharmacy department) with two parts water. Make a fresh cut in the leaf stem and then soak them in the solution for 3 days.