I've only seen lead used for chimney flashing. You can buy it at Lowes or Home Depot, but you need to ask for it as they keep it behind the contractor's desk because people steal it.
It's very easy to work with the lead, but go slow so you don't rip it.
The worst part is taking out the old flashing and grooving the mortar joints to accept the new flashing. An angle grinder does a nice job of that though.
Also, take your time when working the lead under the roof shingles. "Be the water"
and be sure to install the flashing so water can't get underneath it. Give yourself plenty of length under the shingles. Removing some shingles and renailing them as you flash will make life a lot easier.
With that said, if you think you know where the leak is, a little mastic/roofing tar/roofing caulk spread around can do wonders. It can be a pain to remove/work around down the road, but isn't that bad provided you're not trying to do it on a 90 degree day.