You can probably look at some other posts on here about breaking calves but I'll try giving you a few ideas. First of all, the earlier the better because the calf will be smaller and easier to handle. Every calf has it's own attitude, some will be stubborn and some will want to run. Some will be fairly calm and settle down quickly and others might never settle down and be nervous in any environment ~ it's just their disposition. For me, there is nothing worse than one that won't walk when trying to break them to lead. I would much rather pull on one, have it lurch forward and then have to slow him down than dragging one around with all four legs locked up and his rear about an inch off the ground(anyone who has ever experienced this knows what I mean!) I'll list things we have done or I have seen done and if you have any questions about them, let me know:
Use a chain halter instead of a rope halter. The rope halter will clamp down on their nose and jaw and not loosen up like a chain will when they do move forward releasing the pressure. Adjust the halter so the nose strap is high up on their nose, not far down almost ready to slip off. Make sure the lead is long enough to have both hands on it so you have good leverage but not a 20 foot horse lead that you/calf will trip over. The chain is also a little more "aggressive" on their jaw making it a little sore so they'll respond better when pulled on. For real stubborn or ornery boogers you can get a breaking halter (Big Jim or something similar). We have one that has what looks like barbed wire woven through the chain which they respond to quickly.
Walk him behind another calf/cow that is broke. Some just don't like going first. Make sure you also have someone following him all the time so that when he does jump forward, they can slap/push/twist his tail to keep him moving. Don't be scared of him. He is just adjusting to something new ~ not trying to hurt you. Calves can sense when someone is nervous and it will cause them to be nervous.
We have tied calves to an big old tame cow that was shown herself and used her to help get a calf to move smoothly. Tie the calf's halter to the cows halter on the show side of the cow. Still have someone tail the calf. The cow is alot stronger/bigger than you and I and if she leads well she'll pull that calf along with her and the calf will be more comfortable with another animal by it's side. Don't use a cow that is newly settled or close to birthing because the calf could bang the cow around a little and we don't want any abortions.
Along the same lines is using a donkey. We have only done it once with one that we never thought we'd get broke. Again tie the calf to the donkey's halter but we didn't lead the donkey around. We turned them out in the lot for a few days. The calf learns that it drinks when the donkey drinks. It eats when the donkey eats. It lays down and it moves when the donkey does or the donkey tends to unleash a few bites to the neck or kicks to the rear end! So when there is a tug on that halter, it better move or else. Plus you aren't the one the calf dislikes at the end of the day! It's very important that you keep a close eye on them though so they don't get tangled up or the donkey gets too rough with the calf.
We've also used a truck/tractor. It's very important that there is no way the calf can lurch into the rear end of the tractor/truck or get tangled up in the rear wheels. I've seen a setup that attached to the tractor hitch that went back and had a horizontal pipe to tie the calf to. I've seen a similar setup that attached to the 3 point hitch. I've also seen a similar setup that attached to a Reese hitch receptor on the back of a pickup. We have a frame from an old grain drill with the boxes taken off. We then have three 2 x 12's stacked on top of each other that run the width of the drill. This creates a sort of wall that they can't get over,under, or around. There are holes drilled in the top board to run the halter through and tie the calf up. We use a tractor because it is easy to keep a steady speed and we start out real slow with someone tailing the calf. The calf will put on the brakes, lurch, put on the brakes, lurch and so on until he gets tired and starts walking. Then we'll speed the tractor up a little so the calf is walking at the same pace it will be shown at. After he gets comfortable, we move someone up by the calf, walking beside him and eventually having their hand on the lead. After several sessions of this, we eliminate the tractor and drill frame and give it a shot by hand. We've had about a 95% success rate with this method on calves that we couldn't put a halter on and lead fairly easily the first couple times.
Again I hope this helps and good luck!