Out of the remaining two candidates for Conservative party leader in 2016, I preferred Andrea Leadsom myself over Theresa May, as she was on the Leave side in the EU Referendum, and so would therefore be more likely to deliver a Brexit that would be satisfactory to the Leave side.
But the parliamentary Conservative party has shown some awkward behaviour following previous leadership contests where the result has been determined by the party members (there have only been two of these contests where the membership decided who was going to be the leader, one in 2001 and the other in 2005). In the 2001 leadership contest, the party members preferred the more right-wing Iain Duncan Smith (IDS) over the liberal Conservative Ken Clarke, whereas the MPs had preferred Ken Clarke narrowly over IDS (the MP voting was: Ken Clarke 59 votes, IDS 54 votes, Michael Portillo 53 votes). A faction of Conservative MPs then seemed to start plotting against IDS shortly after he took up the post of leader and eventually got rid of him after about two years.
I could see a similar situation possibly occurring with Leadsom if the party members had ended up voting for her as leader. But whereas IDS was only 5 votes behind Ken Clarke amongst the MPs in 2001, Andrea Leadsom was a much greater 115 votes behind Theresa May in 2016, so the Conservative MPs might potentially act even more awkwardly than they did with IDS if Leadsom won. I get the impression that Conservative MPs, or at least some influential liberal-inclined faction amongst them, are nervous about having a right-wing leader - they got rid of IDS in 2003 and also Margaret Thatcher back in 1990. They might have tried to do the same thing with Leadsom and the process of exiting the EU might be compromised.
Having Theresa May as PM is actually far more preferable than what was being seriously suggested in the days just before the referendum vote - a group of 84 Conservative MPs who campaigned for Leave signed up to a letter asking David Cameron to stay on as PM if the result was Leave.
From the point of view of delivering a Brexit that would be satisfactory to the Leave side, I can't think of a worse situation than having Cameron and his friends left in charge of it.
Theresa May has been criticised for not doing anything about the Conservative 2015 general election manifesto commitment to reduce net migration to the level of tens of thousands in her capacity as Home Secretary. But my view of that commitment is that Cameron would have been expecting to form another coalition government or alliance arrangement with the Lib Dems in 2015 (his most likely prospect of further government according to the opinion pollsters at the time), and the Lib Dems would then throw out the proposed net migration limit, along with the commitment to hold an EU Referendum.
I don't think there is any particular reason to be worried about how Brexit is going at the moment. However if "Article 50" hasn't been triggered by say Spring 2017, then it might be time to start getting a bit nervous.