I do prefer Leaf Blade, as I've had many happy experiences with my Serperior's, but I'm not sure which is better for my Gallade.
Both of these moves serve their purpose. Night Slash can effectively counter his Ghost weakness and Psychic types which usually resist him. Leaf blade covers Water/Ground/Rock and has 90 base damage which is a significant 20 above night slash. So it is your choice, water/ground/rock coverage(rock is already covered by fighting), or ghost/psychic coverage(which both resist you).
Leaf Blade and Night Slash both have their uses, but if it's a choice between the two, Night Slash. It has a lot better coverage with Gallade's STAB moves, hitting the Psychic and Ghost types that resist them.
I would go with Leaf Blade as it is one of the only Grass moves it learns
and it has 20 more base power thank Night Slash,
but if you want you can teach him both
since Leaf Blade is the only Grass move it learns and
Night Slash is the only Dark move it learns
..anyway it's ur choice...