Thicken up leads?

[chagzuki]

A bit of cornflour, keep stirring until the mix turns clear.

[D7VID]

Since you have dj in your name, I'm going to go ahead and assume the leads you are talking about are synths, but even if you're not this can generally be applied to anything. (Vocals, guitars, piano, bass even drums) I'd say there's quite a few ways to accomplish what you want and while there's not necessarily a wrong or right answer, I'd say each way has it's own outcome and sound and it's really gonna be up to you to play around a bit to see what sounds best.

You could try adding harmonics with saturation/distortion/transformers/exciters. Maybe add in some compression; upward and/or downward can do the trick. Another thing you can always try is just adding another layer to you lead and treating it like the icing on the cake. Just something that compliments your lead nicely while adding that heftiness that you're looking for. You mentioned EQ already so I won't dive in there, but there are some clippers actually (especially the transparent ones) that when pushed hard can give your sounds that secret UGMPH that make 'em stand out a little better in the mix. Just make sure you gain match when you do this so that you can actually A/B what you're doing and not just trick yourself with loudness.

Lot's of ways to go about it just experiment. See, like this guy:

A bit of cornflour, keep stirring until the mix turns clear.

[BONES]

The obvious one is unison. Or play the lead in two octaves, the original and either an octave up or down from that (or try both). In a similar vein, experiment with the octave settings of your oscillators. Factory patches often have oscillators an octave apart to make the sound bigger but you might find you get better cut-through if you put them all in the same octave. Or put them in the same octave and then play it in two octaves.

Saturation/distortion is also a good way to thicken up a lead and give it a bit of an edge so it stands out in your mix. Multi-band distortion can be particularly effective for this because you can boost it where it matters without drowning the rest of your mix out. e.g. I use SoundSpot's Halcyon on all my vocals because it allows me to get them to cut through without dominating the mix. I set a frequency range and it applies saturation there but not outside it. It's super quick and easy and saves me hours of mixing time.

Someone else mentioned plate reverbs and they can be excellent, particularly for more percussive patches. Even a delay without much feedback can do the trick sometimes. It just depends on the material, you need to experiment and find what works in each individual scenario.