I only had one set for each when I started out ;)
You can re-challenge a leader once a day, so I would figure out my team's weaknesses on the field, breed an alternative set, and start the next match with renewed vigor. TGM and Polar in particular gave me a really hard time during their Elite matches. I had to face them 2 and 3 times, respectively. Zekrom's also fierce and has beaten me on both sub and leader battles numerous times.