#1
What are some exercises I can do to improve my hammer ons and pull offs? Also, what other technqiues are most often used in lead? So far I have bending and legato playing.
#2
h.o.s, p.o.s, tapping, trem picking, sweeps, and such.
-----X <NICKY XIII> X-----
#3
Slides, pinch/natural/tap harmonics. quite a few more

with the hammer and pulls, a good exercise would be to play a note, say G on the high e, and hammer on with the remaining 3 fingers in succession, and then pull off.
Fender Highway 1 Strat
Agile Septor Pro 725

Fender Hot Rod Deluxe
Axe-Fx Ultra

Trust me, I'm a medical student
#4
^^^^^^^^^^^^^^^
always a good one.

another exercise for the hammer-ons and pulls-offs would be just to go through all 7 modes of , say, the G major scale using only legato from low G to high G and then back again. The added bonus is that you'll learn your modes at the same time. Also try doing some hand stretches. Like putting your index finger on the first fret and your pinky as high up as you can, without hurting yourself, and then hammer and pull. do that on all the strings, then move up a few frets. And then try different variations of all the exercises. Like, instead of the exercise Ratfish said, try starting on the G on the low E string and hammer on to the next 3 frets with your remaining fingers, then do the same on the rest of the strings then, once you've done all six strings, go back the way you came doing pull-offs. Once you've got that, try starting each string with a different finger but keep the same general shape. so first string would go 1-2-3-4, hammering on the 2, 3 and 4. Next string would be 2-3-4-1, hammering on 3 and 4 and pulling off for the 1, next would be 3-4-1-2 etc.