How can I practice my opening leads in bridge?
Evaluating opening leads objectively can be very difficult. In fact, it would be hard to do so without doing an extensive computer simulation in many cases (which in itself, is a hard problem). Of course, there will also be situations where one call tell what a good/poor lead is, without any simulations. 

To answer your other question, yes there is more guesswork in opening leads, than in the rest of the play. 

That said, when thinking of opening leads, you need to listen to the bidding, look at your hand, try to decide what might happen during the play and then come up with a general strategy before deciding what suit/card to lead. (Note: scoring might also change the way you think).

Some typical categories of the general strategy are:

1) Active Defense: 

Do you think you need to get your tricks in a hurry? Then you might want to consider an Active lead, like underleading Kings/Queens in order to set up your tricks.

For instance you hold Kxx, Axxx, xxx, xxx. Opponents are in a small slam in clubs, after a normal auction. Many good players will consider leading a spade (from Kxx), hoping partner has the Q and setting up a spade trick before the heart A gets knocked out.

2) Passive Defense:

Does declarer need to work to make his tricks? Then you consider a lead which is less likely to blow away tricks.

3) Forcing defense :

In game or lower level contracts, if you know that the trumps split badly (like 4-1), you might consider a strategy where you lead your suits, forcing declarer to ruff and lose trump control.

4) Trump leads :

Does it look like declarer will use dummy's trumps to ruff out his losers? A trump lead might be called for.

There are lots of good books on opening leads which teach you to think in these general terms (the link in thesun's answer is good with examples, and overlaps with this answer partly).