Okay, so this is my first guide so please give me some constructive criticism... and hopefully some positive feedback. Caitlyn was the first champion I really clicked with since Sona, and for good reason. When built right she can be extremely deadly, but you need to be careful with her because she's a fragile little girl. :) Keep in mind that Caitlyn doesn't always get a lot of kills, but she most defiantly will push towers... lots of towers. I had 7 building kills once.

This whole build was tailored to my game play style, so if you think a variation from this build would benefit you... do it. :)

Pretty simple explanations...

Greater Mark of Desolation (9) - Caitlyn's nothing but physical attack, even her skills are physical damage, except her Yordle Snack Trap.
Greater Seal of Alacrity (9) - Caitlyn is a DPS (Damage Per Second) character, so attack speed is essential.
Greater Glyph of Clarity (9) - In big team fights Caitlyn will be (at least should be) poppin of a lot of spells, a little extra mana regen never hurt.
Greater Quintessence of Alacrity (3) - More attack speed.

Ghost and Exhaust, your typical fighter spells. Both can be used offensively and get you out of a bad situation. In my build i put a mastery point into both Haste and Cripple to complement them.

If you're not level 30 yet this is the order I'd get your masteries in.

Haste
Cripple
Deadliness (3/3)
Perseverance (3/3)
Alacrity (4/4)
Awareness (4/4)
Greed
Sunder (3/3)
Sorcery (1/3)
Brute Force (3/3)
Sorcery (2/3)
Lethality (3/3)
Sorcery (3/3)
Havoc

PILTOVER PEACEMAKER is your best lane tool and with some practice can get you quite a few kills, so level this first.

90 CALIBER NET is a great escape tool, you can even move through thin walls when used correctly. This is a much needed second, but isn't really worth upgrading past level one until you have nothing else to put your points into.

YORDLE SNAP TRAP is an amazing tool. It can be put in plain sight to aid your team escape or hid it in bushes to signal you of incoming ganks. Level this right behind your Peacemaker.

ACE IN THE HOLE is Caitlyn's ultimate, so obviously it should be leveled whenever possible.

Ahh items... The make or break part of every build. Buy your items in the following order for a good blend of everything Caitlyn needs to be a great DPS champion.

Health Potion - Obvious for a squishy champion like Caitlyn, buying a couple early game when you have the gold is helpful.
Long Sword - Early game damage, later turns into Phage.
Berserker Greaves - Movement Speed and Attack Speed.
*Phage - Good health, damage, and a slow. Later upgrades to Frozen Mallet.
Zeal - Attack Speed, later turns into Phantom Dancer.
Manamune - Much needed mana and mana regen, and bonus attack damage.
* Frozen Mallet - More health, damage, and still slows.
Phantom Dancer - Attack Speed, more Movement Speed, and Critical Strike.
Infinity Edge - Massive Damage, Critical Damage bonus, and more Critical Strike. This will also increase the damage done by headshot (Every 8 shots, or every 4 if hiding in the bushes).
** The Black Clever - Even more damage and Attack Speed.

* The slow is not as effective for a ranged attacker, but still an amazingly helpful thing to have.
** If you have a few tanks on the opposing team, I suggest trading out The Black Clever for Last Whisper, it will still give you bonus damage but will also give you armor penetration.

If you feel like you need to leave your lane often because of an HP shortage then you might want to try starting with a Doran's Blade instead of a Long Sword.

If you don't like the idea of getting Phage or the Frozen Mallet then you should get the RED bonus in the jungle as often as possible. Having a ranged slow will benefit your whole team.

Side lanes are ideal for Caitlyn sense she shoots better (Headshot) while hiding in bushes, but mid works great too. At the start of the game there is no need to rush, just lay back and relax while you farm minions for gold. If you try to get those early game kills you will most likely get burned. As long as you stay near your minions and soak up the experience and rack up gold then you'll be fine.

I try to stay in my lane as much as possible before heading back to base to shop, because the more you leave the less gold and experience you'll have. Although, if you're playing mid make sure to help the outside lanes with ganks when they need it.

Towards mid and late game, when everyone is shifting lanes and team fights begin, you need to do one of two things. If there is a team fight that the other players on your team can handle with out you, go push a lane. With my build you can take down towers before the other team even realizes your not in the fight. If your team is struggling in a fight then you need to be aiding their escape. Lay down both Yordle Snack Traps in plain sight behind your team so if they start to run the enemy either has to go around them or get locked in place for a second. Either way, it will slow them down however so slightly. As your team is on the retreat fire of as many 90 Caliber Nets as possible while taking pop shots with the Piltover Peacemaker. Make sure you keep your distance though, doing a little damage isn't worth dieing over. It's a strategy that takes a couple tries to fully understand, but effective once mastered.

Of course Ace in the Hole is an excellent finishing move. Most players will start to run after they get to a low percentage of health, which your Ace can usually finish off. It has a ridiculous rage on it's third level, and will always hit an enemy champion... granted the champion hit isn't always the one you were aiming for. Another enemy champion can step in front of the shot and take the damage for them. Either way, it'll deal pretty decent damage to any champion.

With Caitlyn you should be pushing as many towers as possible, it will win you games. I once played a game that ended in twenty minutes because my team was able to push top all the way through using Caitlyn's tower pushing abilities and the "escape" technique I mentioned (it actually allowed a super gank resulting in an Ace, twice).

So that's pretty much it. If you have any questions feel free to ask. I will update this build as the in game shop changes. I hope this helps someone. Be patient when using Caitlyn, she's squishy and takes some getting used to.

Please leave some positive feedback or some CONSTRUCTIVE criticism for me to read. If you have any suggestions feel free to post them too.