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one problem i've had on the short rides with a leash is that all of a sudden he decides to get closer to the bike or even try to come around the front (probably from have a longish lead in my hand rather than something short attached at the back).
Yes, that is a concern--getting a leash tangled in a spoke--and that's why the products on the market are created to keep leashes out and away from moving parts. I took this into consideration when the girls and I practiced with different hardware and the current system I use I've not had any incidents with entanglement. I would caution you about using a standard length leash while cycling. You have little to no control of the dog's movement and the dog could get in front of the bike and cause you both to get hurt.