I think it's quite simple...I used to play a Jensish lead, it was quite simple, a 33% pulse and a pure sawtooth, filter half opened, little delay, no reverb, HQ biased towards high frequencies and Analog boos at the highest frequency (you want it to cut through the mix, right?)...I think I used Hard distortion, or digital. the new stomp boxes could help, but the Jens lead sounds pretty warm and clean to me, so don't get too evil with those pedals :P
Actually, I got tired of it quite fast. now my leads are more dirty...or soft if needed