I know that in the Battle of Cannae, the Carthaginian Generals (Hannibal, Mago, and Maharbal) lead their armies directly in the midst of the battle. As did the Roman Counsels Gaius Terentius Varro and Lucius Aemilius Paullus.

Even after that, Hannibal continued to fight from the front up until his defeat by Scipio Africanus at the Battle of Zama.

And if I recall correctly, Julius Caesar also lead his troops from the front numerous times. One such battle was the Battle of Alesia.

Marcus Licinius Crassus also lead his troops during the Roman invasion of Parthia.

And if you want to count it, King Leonidas lead his troops from the front in 480 BC at the Battle of Thermopylae.

There are many many many other great leaders who have lead from the front. Alexander wasn't the first nor was he the last.

I think saying Alexander led his army from the front line is a little misleading. Rather, he took personal control of what he viewed to be the key element of his tactical plan--in most cases, the Companion cavalry, which he used to very precisely strike at a key location as soon as gaps developed in the enemy line. So while it seems like a very romantic and heroic manner of taking the same risks as his men, in reality it was sound strategic reasoning.