"Let (someone) alone"

[pne]

I was reading an article in the New York Times and came across the construction "[he] warned [someone] to let his sister alone".

That seemed odd; I can't recall having come across that construction before. I would have expected "to leave his sister alone", and thought at first that this was a mistake or something substandard. Yet according to the Columbia Guide to Standard American English,

leave me alone and let me alone are both Standard, and both mean either “Stop bothering me” or “Go away; I wish to be alone.”

Well. Learn something new every day!

Do you use "let me alone"? "leave me alone"? Both phrases equally? Do you make a difference between them (e.g. in meaning or register)?