Infact, I don't think any of the 3 party leaders had prior involvement in their constituencies, although I guess that's to be expected with them all being from the SPAD culture.
Cameron grew up fairly near his constituency (in western Berkshire), so, perhaps surprisingly, counts as comparably local. I've no idea whether he was exactly parachuted into his constituency or not, actually and have never really bothered to check. It's obviously possible, but he might have just picked it in the ambitious politician spots a golden opportunity way.
Miliband has no connections to the Donny area, but lived in Leeds for four years as a child and seems to have a strong attachment to Yorkshire (including, alas, support for Leeds United and apparent hero worship of Geoff Boycott). He was also most definitely
not parachuted into the constituency; he wasn't even a clear favourite for the nomination.
Clegg, though, has no connections to his constituency that I'm aware of and was pretty clearly parachuted in. As an MEP he had represented the LibDem's East Midlands seat.
Interestingly, both Brown and Blair were local to their constituencies, Brown especially. Thatcher and Callaghan were rather obviously not local to their constituencies, but were not parachuted in either. Wilson was actually semi-local to Huyton (he lived on the Wirral as a teenager) and wasn't parachuted (gaining Ormskirk in 1945, moving to the new Huyton - which included parts of Ormskirk - after unfavourable boundary changes in 1950). So the last genuinely parachuted PM was Alec Douglas-Home, and there were unusual circumstances with that, to put it mildly.