Taric's vulnerabilities are a) right after he stuns: he's close by and he no longer has the stun so unless your ADC is there pouring on the dmg if you get caught out alone champs like Ez can blink on top of you and burn you down, and b) right after you shatter, now you no longer have your W shield. So for instance, Stunning and then Shattering without your ADC because you're alone in lane is a REALLY bad idea. People max first either W (recommended) for more shield (not for shatter), or Q (if you need the lane sustain). Taric is great the whole game.
Lulu is VERY fun but highly dependent on your teammates. If you're playing support and you get a passive lane partner, your kit is pretty much wasted on escapes until teamfights start. However you COULD go AP Lulu or max your E or Q and poke like crazy yourself. You are soft though. Lulu is a strong early poke and her ult, polymorph, shields, boosts really shine in the late game.
Sona is a fantastic poke and her ult is a game changer late game. Quintessential support, not the easiest one to pick up tho - which aura to run and taking advantage of your power chords is tricky.
Nunu is great early game but ONLY if he blood boils his ADC 24/7. His poke / slow is good, and should probably be maxxed first, but it is buffing your ADC that makes him shine. He trails off late game. His ult can make folks scatter, but it just isn't as strong as other supports for teamfights.
The skill curve on Leona is quite high. I've seen far more poor Leonas than good Leonas. The problem is she charges in and inits and it is full commit. This can either get you killed and feed your enemies, be a wasted move that leaves you with little sustain and you have to recall, or be freaking awesome if your ADC is on top of it. Unfortunately the first two are more common.