Leo's first appearance in Charmed was in the first season, episode 3. It's called 'thank you for not morphing.'
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Forever Charmed, the series finale
I do not know the name of the episode but I am pretty sure there is at least one episode were Leo tickles Piper.
It is in season 3 first episode. Honeymoon's over.
Leo apears on season 8 episode 21 (Kill Billie: Vol. 2), as a ghost to tell Piper he approves of them teaming up with a demon named Normed
It is the episode 'Just Harried' and it should be on the 4th disc, second episode...