The first thing to do is find the sketch "i2c_scanner", which scans the possible i2c addresses and reports if it finds any devices.
Make sure you have connected the device to the correct pins for your kind of arduino. Many advises say to connect to analog pins 4 and 5. That is for Uno. Others are different. I don't know about Leonardo, you can check it.
Make sure you consider issues with 5v and 3.3v devices.
The MPU-9150 and 6050 require you to send them some configuration data. It's not like other sensors which will just start to spit out data as soon as you power them on.