My leg routine consists of squats and dead lifts. Really the only leg exercises you need to do. If you have energy for more after that than your not doing it right!

really helpful advice there Arnold....

OP
squats are the king of leg exercises of course. you can do conventional back squats. personally i like front squats. you can also drop the weight and try holding the bar over your head and squatting that way.
you can mix in some leg extensions and hamstring curls or stiff leg deadlifts to compliment the squats
running stairs gives your calves a good workout.
and on days when you just want to feel a burn hop on a spin bike and do intervals.
as far as sets and reps go it really depends on your goals.

One of my favorite leg exercises are step-ups. You can use a workout bench or step platform with 5-7 risers. The higher the step, the harder the exercise will be.

Get Ready:
Grab a pair of dumbbells. Stand in front of the step or bench with your feet hip-width apart, holding the dumbbells at your sides. Place the foot of your nondominant leg on the step, with your foot flat.

Lift:
Push down through the heel of the foot on the step and lift yourself up so your trailing leg is even with your working leg. Brush the step with your nonworking foot. In other words, don't rest your weight on that foot; keep all your weight on your working leg.

Descend:
Lower your nonworking leg to the starting position. Finish the set, then switch legs and repeat.

Remember that your trailing leg is just along for the ride. Consciously push down through the foot on the step on each repetition so you avoid the temptation to use your trailing leg for assistance (no cheating! Do NOT use the trailing leg to push yourself up).

I use a step platform with 7 risers (I started with 5 risers). It's best to increase the height of the step before increasing the weight. But if you're using a workout bench, you're stuck with the same height so increase the weight of the dumbbells as you progress.

You can start with 2 sets of 10 reps, do this routine 4 times increasing the step height or weight whenever you can. Remember this is for EACH leg, so you end up doing 20 step-ups total for each leg.

Then do 2-3 sets of 8 reps, do this routine 4 times increasing the step height or weight whenever you can.

Please take 10 minutes to watch the YouTube video below to learn how to squat properly. So many people do them with bad form which can lead to serious injury or pain. Remember, always squat deep enough so your thighs are parallel to the ground. The guy in the video isn't squatting deep enough. But...his explanation of other bad form mistakes is spot on. It's well worth your while to watch. Good luck!

http://www.youtube.com/watch?v=90dbFDXfL3Q&feature=g-hist&context=G21cf833AHTxSzcAAPAA