Unless you can actually get a leather seat from a junk yard or something, it is gonna cost you. Like a LOT. Also, one thing to remember, there is a side airbag in the seat. If you get from junkyard, make sure that airbag is still there. You could always TRY to move the airbag from your own seat, but messing with airbags is something best left to professionals.
Might want to explore this option instead:
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Genuine leather covers for Honda Pilot 2011 EX front seats. They also got "leatherette" for about twice cheaper, but no telling what sort of synthetic junk that is.
I personally ordered 'Spacer Mesh' covers for my wife's Subaru from these guys, they fit perfectly and look real nice.
About heaters: if you get a heated seat from junk yard, you would still need all the control stuff for it. Seat heat controls are part of climate control module, so you ain't got them. You also don't have any sort of seat heater related harness. Even in the underhood fuse box, positions reserved for front/rear heaters, you got bare plastic there, no contacts. No idea how OEM seat heating pads will work with aftermarket controls.
I personally got two of those kits for both front and rear in my 2013 EX:
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I actually removed and disassembled the seats, removing the upholstery, cutting out the hob rings and all, installing the pads and then re-installing the upholstery. If you go with those leather covers, you should be able to put the heater pads under covers on top of existing upholstery. Might need to lightly stitch the pads to OEM upholstery so the pad does not move around. You would still need to tap either existing circuits in the fuse box, or directly into the battery, and bring the wire through firewall into the car, route all the wires in the dash and console - with enough slack for seat movement - and find suitable places for the heater controls.