Everyone approaches leadership differently. The better leaders are attuned to their style through self-awareness, maybe some training. Even better are the leaders who recognize that style, while tied to our personality, should be variable, not only person to person, also situation to situation.
There's an interesting info graphic here that helps with identifying leadership style based on what you are trying to accomplish.
Nothing replaces true self-awareness, and this can help identify areas of strength and/or opportunity in your personal style.
Whatever your management style, the important thing is to know what your strengths are and which skills you need to develop.