Civ3 leaderheads are in the .flc format. They are rendered in 3D but then converted to a .flc format 2D graphic. Think of them as mini-movies. They're not rendered on-the-fly through the game's engine (hence you can't change textures, etc...).
So unless you're looking for static leaderheads, there's no point in getting them, as they won't be animated in Civ4...
...UNLESS Civ4 can play .flc files? Anyone know if this is possible? I don't think the SDK will give us the possibility to actually use other file formats, that is, I think it's all about the game's graphics engine and the SDK will have limits on the game engine AFAIK.