As Alzrius points out, the "Special Edition October 2004" printing of the PHB contains all of the errata up to that point. There isn't a more up-to-date print run that that, as far as I know.
However, you don't need to buy the leatherbound version. All of the normal hardcover versions of the PHB printed after October 2004 are the same inside as the leatherbound special edition. Just check that it says "Special Edition October 2004" under the WotC logo on the front page when you buy it, and you'll be buying a version with all the errata included.
And yes, the paperback version in the Player's Kit is the "Special Edition October 2004" printing, so that'll work too.