Black shell Leeds absolutely go with denim. They also go with certain colors (e.g., grey, white). I do not consider them dressy enough for slacks.
Personally, while I probably don't wear my black shell Leeds (and Dundee, and MacNeil) as often as I wear my burgundy shell Leeds (and Dundee, and MacNeil), I'm glad I have them.
I wear my black shell Leeds with light grey and charcoal trousers with a sports coat a few times a month. With the right socks (and even laces), they are better than acceptable. I have worn them with jeans, but I wear jeans maybe twice a month.