Since my leo wasn't already white, I bleached it. Just fill an old sink or bucket with about four parts water and one part bleach. Let it sit for about 20-30 minutes, checking on it every once in a while. It will probably look more yellow than white after its done, but that's okay. Make sure you wash it after bleaching and before dying.
Next comes the fun part: dye. I really enjoyed watching my leo transform from yellow-ish white to bright orange. Just follow the instructions on you're dye package and you'll be good to go.
I hope this inspired you to go find some old clothes and give them a makeover. Have fun dying! :)