The line you purchased is different than tippet manufactured specifically for leader material. You've discovered what is probably the biggest difference, which is that regular fishing line is larger in diameter compared to tippet for the same break strength.
Your question is a tough one to answer, it really depends on a number of things such as water conditions, location (lake, creek, riffle, pool), and type of fishing (streamers or nymphs). If I was forced to pick just one size leader material for all around steelheading in PA, it would be 4x which is roughly equivalent 6# test. If conditions are low and clear over spooky fish, I'd go with 5x or 4#. If creeks are running high, I'd go with 3x or 8#. My suggestion is to be flexible and let the conditions dictate what kind of leader to use.