Each level should have its own style. They can all be based of a master style and differ only in name, indents, and spacing.
Thanks, Peter. In this case, I would like to have different leading for the same paragraph style, then I could choose leading according to the levels which precede it... However, if it differs only in name, indents and spacing I don't see as possible to perform different leading... Am I right?
Thanks a lot for answering!
You cannot have multiple different attributes in a single style. You can have multiple styles that are similar, but vary in spacing or leading (I honestly think you mean paragraph space befor or after here, not leading, which is the space between baselines in the same paragraph), and you can assign them automatically to each level of a numbered list. You may need two styles per level, on with spacing for the first paragraph and one without for the following paragraphs. I don't do enough work with lists to have the details burned into my brain, bu this does get discussed here fairly often, so a forum search for numbered lists and spacing should bring up useful information.
Or you can just add the spacing as a local overirde if the TOC is the only palce you have this problem.