Hi, my name is HungryHaitian. I looked around Mobafire and couldn't find a guide that fit my play style so I made one myself. This is my very first guide. I play him fast and tanky as the main initiator who can either main tank/offtank, and it has been very effective for me. This playstyle works best with a balanced team with decent CC. Jungle is the natural place for Hecarim as his clear speed with Cinderhulk and Rampage. His natural movespeed coupled with the items in this build allow him to gank top to bot with extreme speed while farming the jungle effectively.

Smite is a given nowadays with the jungle. Getting anything other than ghost is a disservice to Hecarim. Ghost gives solid damage and makes sure your enemies can't run away from you. Flash is wasted on Hecarim. Your massive MS is the only escape you need.

With this item build it maximizes your stats. You get awesome MS, good damage, and exceptional tankiness.
Starting Items
These are pretty common. No need to discuss this.
First Back
After your first jungle clear, you should have around 800 gold, + or - 100 depending if you chose to gank. If you can only afford the Stalker's Blade, get that and a few potions and begin your ganks.
Early Core ~ 10-15 minutes
Even though Cinderhulk was recently nerfed, it should be your first full items as it increases your clear time and makes you very tanky thanks to the 25% bonus health. I like Phage as an early item because it gives you everything you need, damage, health, and chasing power with it's MS on hit. Boots of swiftness because you want to be as fast as possible during team fights. You can take Boots of Mobility, but I prefer Boots of Swiftness.
Core Items ~ 20 min
If you have these items before 20 minutes, you are doing great. If you have them around 20-23, that's okay too. This gives you a good source of damage as you begin to tank up as an initiator. I don't take iceborn gauntlet because it offers less damage and you have smite as your slow. Also Iceborn doesn't offer the MS boost.
Core Items ~ 30 min
I like these tank items as they provide good stats with utility. I prefer Spirit Visage over Banshee's Veil because it increases the amount of health you gain from your W. Also the 10% cdr doesn't hurt. Randuin's is a great item with its active, as it is a slow. When you dive the ADC, the slow and your huge MS will ensure 0 kiting.
Last Item / Luxury
The last item depends on how the game is going. Do you need more health? Damage? Is the ADC or APC shredding you? Build accordingly. I personally like Hydra as it gives you some much needed damage and insane pushing power.

Straight forward. Q first, anyone who says to take W first must be crazy. W offers not enough early damage at Gromp / Frog. At level 3 you can take E to gank a lane. If you aren't ganking, take W. Max W first, Q second, and E last. Always grab R. I max W first as it increases your early game tankiness during engages. Pre 20 minutes you don't have many resistances and your health bar is under 3000. Using W during fights at ideal times will ensure an extra +300-400 much needed health. Also the sustain is good in the jungle. If you do max Q first be aware that you won't be able to tank as much.

OFFENCE
This might be the most controversial part of the guide as there is no straight forward 21-9 or 9-21. I've tinkered with these for awhile and I find these are the best available. Double Edged Sword is great as it increases your damage by 2%. Taking that extra 1% isn't a big deal. Sorcery is better than fury as AS isn't too important on Hecarim. CDR helps your W, E, and R come up faster as they do have long cooldowns. Butcher and Feast are taken to ensure a safer cushion in the jungle with the extra damage and sustain. Expose Weakness, Spell Weaving, and Blade Weaving are taken as Hecarim deals a lot of AD and AP damage. His W procs these masteries and will increase the damage output of your team. Brutal Force and Martial Mastery are straight forward, more AD the better.
DEFENSE
Tough Skin and Bladed Armor are musts in the jungle as it helps you stay alive and increase your clear time. I take Enchanted Armor over Recovery as you will want to squeeze as much Armor and MR from your tank items. Veteran Scars and Juggernaut are too good to pass up as they increase your health pool. I take Hardiness over Resistance because the extra armor helps you in the jungle. Lastly I take swiftness to stop those pesky slows.
UTILITY
Fleet of foot is just too good to pass up. Combined with your MS runes you begin with an extra 6% MS boost which increases your damage and just makes you fast as hell. Without boots you can outrace almost any AD or AP carry with their basic boots.

Very straight forward. MS runes are the best as they increase his damage and just makes him go so fast. AD mark runes help early clear times. Can be replaced with AD mark Pen if that is your preference. Armor marks are also okay if you feel the need to be more tanky. Armor seals are a must. Helps you jungle early a lot easier. MR glyphs are the best as your MR will be low pre 20 minutes without any MR items. CDR glyphs are acceptable if they have no AP on their team.

Pony Xpress Hecarim is used as a junger who, tanks, dishes out damage, and initiates. He is extremely flexible and can adapt to almost any opposing team. The one con is that Hecarim can not carry a team into late game he requires atleast half competent teammates.
Early Game
-Farm and gank lanes. Start at gromp and ask for a leash. Either ask your top lane to tank a few hits from the gromp or ask your bot lane to dish out good damage to help you out. This is esepcially important if you don't have the correct runes and masteries as I've done this plenty of times with these runes and know Hecarim's limits. After Gromp head to Blue. Clear with Rampage and Spirit of Dread. Then head to wolves, clear them with same combo. Then head over to the Chickens, rinse and repeat, with Q and W. Now onto Red. Your smite should be up, but use it when you drop below 15-20% health to heal up. Use Q and W to clear. Then finish up on Golems with Q and W. You should hit level 4 and get a point in your E.
-When you first buy your items, Stalkers Blade, Boots, and potions, look at the lanes. Which need a gank? Which will need a gank? Where will the other jungler appear? Consider these options and get ready to gank the lane(s) that need a ride on the Pony Xpress. Hecarim can bypass lane with his Ghost / E combo, moving way too fast for the enemies to react. They either burn a flash or you net some kills. The best way to gank is have your teammates feign a bad trade and retreat, making your opponents overextend and you speed in and destroy them. After your gank, look at your health bar. Are you too low? Back. Are you strong enough to jungle? Take and clear some creeps to build your items. Always farm in between ganks unless there is a huge opportunity to get a kill. Always clear the sides of your jungle. Tell your support to ward dragon as you can easily contest dragon. Your ulti fits the dragon pit perfectly as it was made for you. Ulti in and then smite steal the dragon.
Mid Game
-You should have Cinderhulk, TriForce, and Boots of Swiftness. You should always be ganking and focusing on your next item. Who on the opposing team is fed? Build either Randuins or Visage to counter the strongest opposing champion. Gank constanly and help with picks of opposing champions. Clearing is easy with your Q,W and cinderhulk. Should be very fast clear times. During teamfights, try to catch the opposing team offguard by picking off their ADC with a combo of Ghost, E, and your Ulti. Draw their support away from their ADC and your team now has a 4v3 in their favor.
Late Game
-Stick with your team constantly, make sure the map is warded. Getting picks is crucial to winning the game. Play fundamentally sound, take objectives over chasing kills in the enemy's jungle. Hecarim is a great split pusher with his natural high movement speed to evade ganks.

Thanks for reading. Discuss away!