The aphids suck plant juices - they don't eat leaves. If you're concerned about them, then give the plants a hosing off, both the top & bottom of leaves and stems, with a somewhat firm spray. It will remove most of your aphids. You'll have to repeat this periodically. Severe aphid damage may cause leaves to look warped or twisted or sometimes they look sort of speckled.

I don't grow sunflowers, and haven't for years, but here are some general ideas of what insects to look for that might be eating your leaves. Japanese beetles eat the leaves of many different kinds of plants. If you go out early in the morning and find shiny roundish iridescent beetles on your plants, then you can knock them off into a can of soapy water. It's easiest in the morning when they are slower. You might also have some type of caterpillar since sometimes I find them on my plants and they eat holes in leaves. Look carefully under leaves (especially along the center rib of the leaf) to see if you can find any. They can also be knocked into soapy water.

Hopefully someone with more sunflower experience than I have will weigh in with some more specific ideas. Good luck with your sunflowers!