I've tried to sleep on this issue, hoping that a refreshed mind (as if...) would provide me the clear and obvious course of action for this opportunity. Unfortunately, I don't believe that there is a "perfect" and obvious course of action to take:
Army
We no longer
need a victorious army as we have already accomplished this feat. Building an army of knights would be a nice thing to have, but considering the alternatives, I believe this would be a waste of potential for this leader.
Sistine Chapel
doubles the effects of Cathedrals (each one makes 6 people content), 6 culture per turn
A very nice option, but Eyrei makes a good point with respect to the likelihood of building cathedrals. However, I do see us building cathedrals in the center core of our empire. Those larger cities will need something more than three troops to keep the peace. Plus, a cathedral in some of our larger, centralized cities will allow us to put more troops on the front lines. Not to mention, the six culture per turn will help increase our
overall culture which will help flip some of those pesky border cities to our side.
Leonardo's Workshop
1/2 price upgrades, 2 culture per turn, possible Golden Age
Yummy. As Domestic Leader of our militaristic nation, this appears to be a no-brainer at first. We will need to keep our troops up-to-date and the 1/2 price benefit of this wonder will make this task less daunting. However, there is a strong likelihood of this wonder triggering our Golden Age, which we may not be primed to take advantage of due to the rampant corruption and waste throughout the empire.
Forbidden Palace
second palace (reduced corruption), 2 culture per turn, cost=200
The reduction of waste and corruption is certainly a priority, but is rushing this small wonder really necessary? If we are committed to building the FP and moving the Palace to another region, then using the leader for the FP seems like a waste. On the other hand, if we rush the FP in a distant city, then it makes more sense.
Palace (relocate capitol)
reduces corruption/waste, 1 culture per turn, cost=100
Without a Forbidden Palace somewhere, rushing (or for that matter, building) a palace in another city would not really solve our corruption problems, hence a waste of our leader.
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I apologize for subjecting all of you to the wanderings of my mind, but I was hoping that by focusing on each option individually, one may rise to the top as the obvious choice.
I think that building an army or rushing the palace with this leader would be unwise. While we would likely benefit from either of these options, these benefits clearly pale in comparison to those bestowed upon us by the other available options.
While I hope that we can eventually get Leo's Workshop, I believe that the risk of triggering the Golden Age is too great considering our current situation. We should take steps to reduce our corruption and waste before entering into our Golden Age.
Finally, rushing the FP in Kyoto has appeal as well, assuming that we can capture the rest of the Japanese cities. Failure to do so would waste the anti-corruption benefits of the FP.
Therefore, I believe we should use the leader to rush the Sistene Chapel. I'd rather have JS Bachs, but my daddy always told me that beggars can't be choosers, so we'll take what we can get

. True, much of the benefits will not be felt for some turns to come, but the overall culture benefits will assist us in our culture wars taking place in the southeast.
I would suggest not building it in Bremershaven, though. I would rather switch Bremershaven to a Forbidden Palace
immediately and rush the Chapel in another town (perhaps New Falcon's Nest) so that we can start trying for another leader as soon as possible.