Well, it's like this (supposed e.g. you want to create a Barack Obama LH):
1. You open a new max file (using the NifTools import plugin), naming it "Obama.max".
2. You import an existing LH nif file, e.g. Roosevelt.nif by merging it into "Obama.max".
3. Now you have a set of cameras, lights, bones etc. that you can use for your own purposes. What you don't need is the rig of the imported leader and his animation keys. You have to delete them (but that's my problem I think, because there seem to be some scene objects that you should be careful not to delete).
4. You create the Obama rig over the existing bone structure. I for my part create my rig with another program (Cinema 4D) and import it into the file.
5. You do the texturing.
6. You do the rigging (the most annoying step in my view, however important)
7. You create the animation (that's where the MaxTools come in). The thing to remember is that you do the whole animation in one timeline. I.e., the animation might be 2500 frames long, divided into the eight necessary animation sequences (e.g., frame 0-150 greeting_ec0, frame 151-500 friendly_ec1, frame 501-800 pleased_ec2 [...], frame 2101-2500 affirmative_ec7).
8. You export the whole file into nif/kf using the official Firaxis MaxTools export plugin (the NifTools exporter won't do any good here). Several kf/nif files are created which you put into your mod's LH folder.
9. Last, you have to customize the XML files properly so Civ IV would know there's a new leaderhead in the game.
I know this is all very much in a nut shell, but hopefully it will suit you well. If more detail is required on any topic, just tell me.
And thanks for the help concerning lighting. However I think my problem lies elsewhere, because I've already tried out a zillion possible settings to get the lights to work. As I wrote above, I think I must be more careful only to delete the correct objects from the existing max file in step 3.