We decided to do a leg of lamb this year, too. We found a small one, and did it in the pressure cooker. I was really surprised at how tender it was, and how much I liked it - much better than a hunk of beef.
We made the Greek lemon potatoes to go with; they turned out pretty well, but I need to work on getting them more crispy:
http://www.thegreekglutton.com/greek-lemon-potatoes/
Brushing them all over with lemon oil before roasting could also help attain the crispiness.....and adds more lemon flavor.