When you play Brand you will probably notice he does tons of dmg with a his special combo.
Brand is just an amazing hero if played right and thats what im going to help you with! :)
In this "Guide" Im going to go through the basics of brand and step by step tips.

Even if brand can probably kill almost any hero with 1 or 2 combos alone he is very squishy if he gets stunned or silenced.
So for runes i usually go for
Glyphs : AP per Level
Seals : Flat AP runes
Marks : Magic Penetration
Quints : Flat AP / Or if you find brand a little to squishy you can go for HP quints.

For the masteries i go 9-0-21

In offense i go for the AP per level, Cooldown reduction and of course the magic penetration.
In utility i pick Death time reduced, the EXP bonus, Greed, Meditation, Utility mastery
quickness, intelligence and POTM

If your going mid you will level quickly to level 6 and probably dominate your opponent harrassing with pillar of flame.

For summoner spells i use Ignite and Flash, Ignite to finish your enemy off and flash to run/chase.
Playing as brand the combo that you will use is E-Q-W+R-Ignite(If the target is not dead/Low HP)
If your getting chased by an enemy you can easily turn it around by E-Q-W When you cast E you put blaze onto your enemy so when you cast Q you stun him to finish it off cast W which deals a MASSIVE amount of dmg since he is ablaze which makes W do 25% more dmg.
But if your getting chased by 2 or more you cant do much but run, what i like to do is cast W for them to walk into then Q to stun someone and R to break them down with tons of dmg.
A well placed combo in team fights can be devestating for the other team with the AoE spells
R and W if the target is ablaze you can cast E to spread ablaze the targets around your main target.
But Brand shines in 1 v 1 E-Q-W if hes not dead cast R and ignite then he will positivly be dead except if your underfed which you probably wont if you followed my guide ;).

1st: For brand you shall start off with a Dorans ring for the MP regneration and the bonus MP which helps you alot in harrassing your opponent(s) with Pillar of flame.

2nd: This item depends if your used to playing brand or just good with Brand in general
I usually go for a Mejais but if i get a massive feed which happens sometimes i go
for a rabadons which equals to a good game.

3rd: If you went for a rabadons 2nd you should get a mejai's here.
But if went for a mejais you should get Sorccerers shoes for the Magic penetration.

4th: Again depending on what you went for 3rd item, if you went for shoes you should get
a rabadons or if you went for Mejais you should get the shoes

5th: For 5th Get a Crystal Scepter, for the spell slow and the HP it helps alot.

6th: For 6th item you should get a Void staff for even more magic penetration.

7th: Yeah 7th, Sell the dorans and get another rabadons deathcap you will have about 900 AP
And about 1000 with 20 Stacks and the baron buff.

http://www.youtube.com/watch?v=L3USb_6Jkjo&feature=channel_video_title