My biggest complaint about the game is tactics related. I dislike how the leader (commander?) unit plays an insignificant role on the battlefield, and is mostly just left lying around in the base to spawn units. In my opinion, the leader unit should be on the battlefield leading the troops, in the fun! More exciting that way. This complaint is restricted to random maps. As I recall you had to be more proactive with your leaders in the story campaigns which I admittedly did few of.
As you said, in SP, your leader is often a critical unit that very much leads from the front. Admittedly, in multiplayer your leader is often confined to a keep— but that depends greatly on map size as well, and on larger maps there will likely be additional keeps (non-wesnothians, think
expansions) closer to your opponents' strongholds from which the battle can be pressed. On most smaller maps you will need to commit your leader to battle to win quickly, and determining if/when/where to commit your leader to the front is crucial.
Can you play on random maps in single player? I'd also love to be able to place units in the map editor, would allow for awesome role-playing forum games.
Yes and yes— random single player matches are done via a skirmish with AI players. Just set up a LAN multiplayer game and change the enemies to AI. If you're looking for a
campaign made up of random battles (where you still get to keep a persistent army), you're looking for "Random Campaign", a user-made campaign that can be found on the
add-ons server for the latest stable version.
Placing units when creating a map can be a bit trickier because units have to have owners, which is a
scenario feature rather than a simple map-editor feature. Scenarios can be multiplayer or single-player, so that wouldn't stop you from being able to play your scenario map competitively (or cooperatively) with others. Building a simple scenario isn't much more complicated than creating a map; to learn how to create simple scenarios, try these two wiki articles:
Building Scenarios (for building custom scenarios with units drawn from the core game) and
Building Units (for creating your own, custom-made units).