Caitlyn, Often overlooked cause of her Piltover Peacemaker ability. This guid will help you out with you issues and maybe shed some light on Caitlyn.

Also first "Official guide" i've maken

Pros

[*] -Great poking Power
[*] -Long range
[*] -Traps
[*] -Not often picked

Cons

[*] -Expected to be perfect
[*] -Almost always squishy
[*] -ult can be intercepted
[*] -Only 3 traps at once

For runes i normally go with the armor pen very useful the Marks of strength, every used with all AD characters You can replace these with the Damage per level marks, all depends on you. Now here's where i get the ****, "Why put the Quints of Destruction?" honestly i experimented with it for a while and found out that these quints are usefull and cause all sorts of panic. the rest i know split the seals half way. Now the glyphs great to have with a squishey champ like cait.

standard AD Carry masteries nothing much

Items

Start with either a dorans blade(<-my personal choice) or boots and 3 pots, again personal choice
next Rush the BF sword as fast as you can
Then get that ever so used Berserker greaves
Rush into your IE then focus on getting a Zeal or even getting to that PD right away
then Start building into your Bloodthirster
Last touches you can do what you want here but i strongly recommend a Banshies veil
now again heres where the **** starts. The Guinshoo's Rageblade, Sure it may have that AP effect but it also has the stacking attack speed, 4% attack speed and 6 Ability power stacks 8 times so if you keep up the stacks you can have an increase of 32% more speed and 42 more AP(<- Ap on caitlyn is used for Yordle snap trap and 90 caliber net. or you can get another PD but all in all again just an issue of personal choice.

I chose Ghost and Ignite well ignite obvious why. but ghost is overlooked flash is too used and can sometimes get you out of sticky situations but ghost if you use it while escaping you can get away better than if you use flash.
You can use flash again Personal choice
Other: I say you can use heal, exhaust, teleport or flash

In a team fight you should be focusing on the squishiest champs first lay out traps stratiegically and pretty much wreck what you can when you can
Laning best part about caitlyn is her traps reak havoc on anyone who steps on them also they apply a "You can see them" indication over there head.
Ill add a map for the traps later

Focus squishies, Try tolane as much as posible, Build as fast as you can, Lay traps well and try not to die. It is a real ***** to build if you die more than twice in the first 15 mins. Also you get called a noob and "Threatened" to be reported For being A "Unskilled player"