There was a report on TV about the exact topic and they came to the conclusion that financing is the better/cheaper option.
A dirty summary:
Some reasons for that are that you can choose how you want to get your car repaired and that you don't have to pay fines for any dents or scratches when you finance the car.
Also you can sell the car if you have to and get some of your money back.
Leasing is only reasonable for companies which get the money back from the government.