Caitlyn: The Sheriff of Piltover

Caitlyn is an early game champion who, if built well, can be a great late game ambusher. Not much else. To me she's a mix between Nidalee and Ashe.

Pros:
*Excels in top and bot lanes.
*Nice Ulti, mix between Ashe's arrow and a bit of Karthus' in a sense.
*Odd Blink/Slow
*Ulti SPAM!
Cons:
*Odd Blink/Slow
*Ulti can be interrupted**
*Trap is MUCH more easy to see then Nidalee's trap.

**Remedied by going into a 1v1 Lane or mid. Downside: if going mid can't use passive well.

Go armor pen marks and quints with AS seals for passive and cd glyphs for more ulti spam.

You could go AD Marks and Quints if you find the Armor Pen is not good enough.
Flat Health Quints if need more survivability.

Go 21/0/9 but don't get too much crit masteries unless you need that crit to go with an Infinity Edge.

Start with a Ruby Crystal and set out into the brush.
When you grab a 1500 Gold, grab a Phage, Boots, and a vampiric scepter.

When you get 700+ gold, Grab the Berserker's Greaves or the Ionian Boots of Lucidity and set out for ganks.
When your team starts setting out for ganks, stop and go solo a lane. grab turrets, kills and creep waves and keep traps in the main gank spots.
When you have enough, grab the Frozen Mallet and a Recurve Bow. Go out and get lizard buff.
When it comes down to team fights, have your team lead the other team into the brush and make full use of that passive. If you can, enter the fight with a headshot ready and deal massive damage to their main caster. 90-Caliber over a wall and snipe whoever is escaping with your ulti and Peacemaker. Be careful of anyone defending the escapee, Ghost right in front of the escapee and get them low enough for a kill, make sure the defender can't blink or ghost in front of you and blow some brains out.

Manamune: Great item for Cait as I find her losing too much Mana from all of her skills. Plus that AD is decent for her.
Substitute:Black Cleaver; Great item, high damage, nice AS, and the armor shredding is useful. No mana means to need to rely on your physical attack.

Stark's Fervor: Great Support and Life-Steal. Hands-down an must-have for a pushing Cait.
Sub: Bloodthirtser; Grab only if another one on your team has the Stark's and if you got a Black Cleaver.

Phantom Dancer: Good AS and Movement. I don't care about the crit. She's not much of a "crit" champ.
Sub: Youmuu's Ghostblade; grab if no one else on your team has good pushing capabilities. Great Ending game item. But the loss of Movement speed can REALLY hury Cait.

Grab Ghost for more Movement Speed(She really needs that movement speed)
Exhaust for early game ganks, chasing, and the armor/MR debuff is nice.

Subs: Ignite, last hitting skill. Question is, Why need it when you have your ulti.
Heal and Clarity: Life savers in tough situations. Question is, how did you get in that much trouble to need these. Everything else is not recommended.

All in all, Cait's a great champ when YOU!!! know how play SAFELY. Brush=Best Friend.