I'd think it would be pretty obvious that Yuna leads the party. She's the one on her pilgramige and all, she's the sole reason that they're all together. Whether or not she can be seen as such after
(SPOILER)the whole Yunalesca fiasco is up for debate. It seems as though the group does things via consensus after that, though Tidus seems to be the one who initiates it, usually with a kind of "Let's go team!" sort of comment. Auron is much more of an observer in the game, the kind of guy who just stays by the wayside letting the "kids" do their thing without too much interferance on his part.