It depends on the training that you are doing.
A heel command only requires 4ft lead.
Down-Stay command requires a 20 -30ft lead.
Recall command 20-30ft.
You can also progress as you train: start using a 20-30ft lead and as the dog becomes more obedient, trim down to a 10ft lead, and then a 4ft, etc.
The idea is to make sure you have control of the dog during the training. You want to make sure you can make the appropriate corrections/adjustments in a timely manner, rather than chasing the dog around.