book defines the ToC-related sectioning commands as follows:
\newcommand*\l@chapter[2]{%
\ifnum \c@tocdepth >\m@ne
\addpenalty{-\@highpenalty}%
\vskip 1.0em \@plus\p@
\setlength\@tempdima{1.5em}%
\begingroup
\parindent \z@ \rightskip \@pnumwidth
\parfillskip -\@pnumwidth
\leavevmode \bfseries
\advance\leftskip\@tempdima
\hskip -\leftskip
#1\nobreak\hfil \nobreak\hb@xt@\@pnumwidth{\hss #2}\par
\penalty\@highpenalty
\endgroup
\fi}
\newcommand*\l@section{\@dottedtocline{1}{1.5em}{2.3em}}
\newcommand*\l@subsection{\@dottedtocline{2}{3.8em}{3.2em}}
\newcommand*\l@subsubsection{\@dottedtocline{3}{7.0em}{4.1em}}
\newcommand*\l@paragraph{\@dottedtocline{4}{10em}{5em}}
\newcommand*\l@subparagraph{\@dottedtocline{5}{12em}{6em}}
The above boils down to adding a dotted ToC line for \section, \subsection, \subsubsection, \paragraph and \subparagraph (if allowed in the ToC; set via tocdepth). It doesn't for \chapter though. However, the definition of \@dottedtocline can be worked into \l@chapter. Here's the definition, taken from latex.ltx:
\def\@dottedtocline#1#2#3#4#5{%
\ifnum #1>\c@tocdepth \else
\vskip \z@ \@plus.2\p@
{\leftskip #2\relax \rightskip \@tocrmarg \parfillskip -\rightskip
\parindent #2\relax\@afterindenttrue
\interlinepenalty\@M
\leavevmode
\@tempdima #3\relax
\advance\leftskip \@tempdima \null\nobreak\hskip -\leftskip
{#4}\nobreak
\leaders\hbox{$\m@th
\mkern \@dotsep mu\hbox{.}\mkern \@dotsep
mu$}\hfill
\nobreak
\hb@xt@\@pnumwidth{\hfil\normalfont \normalcolor #5}%
\par}%
\fi}
which leads to the following choice for \l@chapter:
\renewcommand*\l@chapter[2]{%
\ifnum \c@tocdepth >\m@ne
\addpenalty{-\@highpenalty}%
\vskip 1.0em \@plus\p@
\setlength\@tempdima{1.5em}%
\begingroup
\parindent \z@ \rightskip \@pnumwidth
\parfillskip -\@pnumwidth
\leavevmode \bfseries
\advance\leftskip\@tempdima
\hskip -\leftskip
#1\nobreak
\xleaders\hbox{$\m@th
\mkern \@dotsep mu\hbox{.}\mkern \@dotsep
mu$}\hfill%
\nobreak\hb@xt@\@pnumwidth{\hss #2}\par
\penalty\@highpenalty
\endgroup
\fi}
Here's a complete MWE:

\documentclass{book}
\makeatletter
\renewcommand*\l@chapter[2]{%
\ifnum \c@tocdepth >\m@ne
\addpenalty{-\@highpenalty}%
\vskip 1.0em \@plus\p@
\setlength\@tempdima{1.5em}%
\begingroup
\parindent \z@ \rightskip \@pnumwidth
\parfillskip -\@pnumwidth
\leavevmode \bfseries
\advance\leftskip\@tempdima
\hskip -\leftskip
#1\nobreak
\xleaders\hbox{$\m@th
\mkern \@dotsep mu\hbox{.}\mkern \@dotsep
mu$}\hfill%
\nobreak\hb@xt@\@pnumwidth{\hss #2}\par
\penalty\@highpenalty
\endgroup
\fi}
\renewcommand*\l@section{\@dottedtocline{1}{1.5em}{2.3em}}
\renewcommand*\l@subsection{\@dottedtocline{2}{3.8em}{3.2em}}
\renewcommand*\l@subsubsection{\@dottedtocline{3}{7.0em}{4.1em}}
\renewcommand*\l@paragraph{\@dottedtocline{4}{10em}{5em}}
\renewcommand*\l@subparagraph{\@dottedtocline{5}{12em}{6em}}
\makeatother
\begin{document}
\tableofcontents
\chapter{First chapter}
\section{First section}
\subsubsection{A subsubsection}
\section{Second section}
\section{Last section}
\chapter{Second chapter}
\section{First section}
\section{Second section}
\section{Last section}
\chapter{Last chapter}
\section{First section}
\section{Second section}
\section{Last section}
\end{document}
I've used \xleaders instead of \leaders, but this may be a personal preference. See a discussion on the difference at Want to fill line with repeating string.
bookclass provides dot leaders for\section,\subsection, ... but not\chapters. What's you current setup? No leaders at all? – Werner Jul 06 '12 at 18:39