T.A.T.U sounds...

First of all, props to Trevor Horn who produced this song. I suggest to everyone who is serious about electronic music to track down his "Art of Noise" albums. Now on to the sounds...
The intro: I'd say the the chords are gated rather then arpeggiated. In this case I'd rather use an LFO in mono mode and predefined initial phase (sync's with MIDI beats). The gate pattern is 16ths, and for every group of 8 the last 2 are legato (so it's more like 6 16ths and an 8th). This can be done using 2 LFO's as stated above controlling oscillator volume. One should be clocked to 1/16 and shaped as square, if the edges of the square are too harsh you can use a sine with its "fatter" contour. The second LFO should be clocked to 1/2 and emit a short pulse to fill in the gap between the last 2 of every 8 pulses of the first LFO. If you can't get a contour for a narrow pulse from a square, use a wide pulse with negative amount. The underlying sound itself is probably a saw wave through a lowpass filter with a fair amount of resonance. Cutoff frequency is modulated (opens up gradually), but I guess the cutoff knob on the virus is perfect for this. Finally there is some reverb to make it sound big.
The lead: Two things are obvious about it and they are that there is more than one octave of sawtooth used and that it glides, meaning it is monophonic with portamento. Whether you can do with just 2 saw oscillators an octave apart, or will have to use hypersaw and maybe even oscillator 3 is a matter of trial and error...
Hope this helps!