You want to make certain leads stand out because they are in some sort more important than the others? Use the Star!
When you create a new lead, there's a Star symbol that appears. If you click on it, it means that you consider that lead an important one, and that you want to make it stand out.
Moreover, when starring a lead it goes to the "Important" leads section of your account, which you can easily access from the "Leads" section.