A few items to add to the How To notes:
1) While LeaseRig will try to save your settings so that if a rig reboots the client doesn't lose all their miner information, this does not work with a custom config file. You should only use the default cgminer.conf file.
2) At one point LeaseRig saved some settings for me and apparently GPU-threads was not specified or saved properly; the result was that when cgminer restarted with the updated config file, hash rates were about 10% lower (and could have been much worse on some PCs!) thanks to the incorrect threads setting, so make sure to include -g 1 (or -g 2 if that's what you want) in your cgminer options and not just in the conf file.
3) CGWatcher does work with LeaseRig, and you can configure it to use other ports. On version 3.5.2, look in the Settings->Miner tab for the API port. The default is 4028, but I've successfully used other ports.
4) I've found Windows' Firewall doesn't play well with LeaseRig and had to disable it on at least a couple of my leased rigs; this is not always necessary, but if you're unable to get LeaseRig to see your system after configuring everything else properly, try disabling your firewall for a bit and see if that fixes the issue. If it does, you can either run without the firewall, or try to fix the problem.
Happy mining/leasing everybody!