Lee Sin is a Tanky DPS hybrid with an Assassin. It's quite a strong combination: Burst damage, sustained damage and high durability rolled up into one champion.

Pros:
-A decent-speed jungler.
-Both quick burst and manageable sustain damage
-Quite tanky
-Excellent ganker, can start at level 3.
-Not starting at blue is safer
-Ult is excellent for everything: Positioning, Ganks, and even finishing blows
-No mana

Cons:
-Has difficulty fighting most other junglers early
-Difficult to gank if you miss Q
-Rather tough to master

I would not recommend Lee Sin to beginners. He is easy to pick up and play, but to truly master him is difficult.

For masteries, multiple builds work. I like Havoc , though, and Utility Mastery is a must. I've also seen defense and support masteries work, taking improved smite each time, but I'm putting my personal build up.

Runes
Greater Quint of Strength or Greater Quint of Desolation? It's a huge question you have to ask yourself, and I'll let you decide, but I've put up my personal choice, and here's why: Lee Sin's skills scale from attack damage quite well, as well as all of his autoattacks. Armor pen is also useless against most of the jungle monsters, as armor penetration cannot reduce armor to below zero, which they are almost all at or below. So it's more reliable, it scales to more things than just his autoattacks, which he is not entirely based around.

That's it. There are good reasons for armor pen too. You can substitute them if you'd like.

Marks are the same as Quintessences, so Greater Mark of Attack Damage

Greater Glyph of Scaling Magic Resist are magic resist, but cooldown reduction is very effective as well. Up to you entirely, this is the least required part of the build.

Greater Seal of Armor are a must for any jungler.

Well, here's a no-brainer. You're a jungle, you're taking Smite. Sorry, it's just how Lee Sin rolls, he needs it. Now, Flash is another issue. I know some people use other summoner spells, but here's why I use Flash: Mobility. Lee Sin's best quality is mobility. Add more escape methods such as this and he's nearly uncatchable. His W, Q, and Flash will allow you to catch almost anyone or get away from almost anyone. Additionally, a quick Flash+ Dragon's Rage will guarantee your victim cannot escape. I'll tell you a few other options to pick, if not:

Exhaust:
Kills things. Eliminates escapes, helps fights, gets YOU away, this summoner spell is my second choice. However, flash is more consistent to me in getting away while still getting me kills, so I don't take this one.

Ghost:
Comparable to Flash, really. Not a bad idea, but I like being able to go over walls or making more drastic, surprising moves that can allow me to dodge skills such as Swain's Nevermove, which Ghost is less effective at.

Ignite:
Can finish some people for you, but I wouldn't take it. If you're concerned about kills, get exhaust.

If you have other suggestions, let me know in comments, I'll give you my two-cents.

Alright, here it comes. Several skill orders are floating around, including "Max E first, slow them!" and other weird ideas. Here's why I rank up what I do and when:

Of course, rank up Dragon's Rage when available

Starting with Safeguard / Iron Will: Your shield and lifesteal is essential for your jungling route. You couldn't clear level 2 red without taking it first, so take it first.

Second, Tempest / Cripple: AoE damage is more effective at clearing the Red camp in my opinion, but you could take Q here, but take E at level 3 if you do

Maxing Sonic Wave / Resonating Strike: It's sheer damage with a jump. You lose out on slows from E, but your damage is maximized. A portion of missing health, similar to Garen, is channeled into its damage, so it's effective at opening and closing, with the cooldown perfect for doing so.

Second max, Safeguard / Iron Will: Armor, Spell Vamp, and Lifesteal. You need more, plus the shield can save you and/or your team if necessary. Max it second.

Last, Tempest / Cripple: The slow increase is nice, yes. But you want damage and survivability, which is your goal. Your ult has a short cooldown, and is good enough at preventing escapes.

Alright, here comes controversy. I use a very specific build based around living first, killing later. Why? Because your base damage is rather high already, so focus on surviving first.

at start:
Several people can start with Vampiric Scepter, and if you can, bravo. I find health potions, however, to be more reliable, and armor helps me survive the jungle monsters more effectively, taking less damage, therefore being more prepared for ganking.

:
You're jungling, self explanatory.

:
Arguably the best boots in the game, these are wonderful. You are short on magic resist, which these provide. You also need the Tenacity so you're even more difficult to kill (lol)

:
Grab your survivability, we need it. I find that you become terribly squishy mid-game if you don't, so grab it sooner rather than later, please.

:
An excellent item on Lee Sin, Trinity gives your Flurry usage an extra bonus of improved Sheen and Phage, along with a heap of stats including Movement Speed.

:
Take it along with Warmog's and watch your attack damage skyrocket. Crucial.

:
Can't catch those carries? Not anymore. Health goes into attack damage, gives attack damage, amazing passive. Get it.

:
At this point, your game has gone on too long, or you're extremely fed. Sell Wriggle's Lantern, take this, and go kill things.

SITUATIONAL ITEMS

Not many things to mention here. A team with very little crowd control may warrant building Berserker's Greaves, or Ninja Tabi, but not likely... Only build these if they have zero stuns, snares, fears, or Wither

Occasionally, magic resist or armor may be needed. You can replace Frozen Mallet with Force of Nature, Banshee's Veil, or Thornmail. The amount you need for your average team is included in the build (especially armor), but sometimes you may need these items.

For more tankiness (if you're getting focused with heavy CC) you can replace the Frozen Mallet with another Warmog's Armor or even Quicksilver Sash, but not likely. Only a fed Malzahar, Warwick, Skarner, etc. warrants the Quicksilver Sash. In general, if tankiness is needed, go for that second Warmog's.

Lee Sin has a very strange role. His mobility is through the roof between his Q and his W, so he will be very difficult to catch to your enemies. His damage is not excellent if not played right, but with a bit of practice, you can easily dish out enough. The trick is to take advantage of each skill:


Passive: Flurry
Lee Sin's passive is godlike. An increase in attack speed by 50% at level one is unheard of, and the energy regen is insane. If you learn to use his passive properly, his damage will go through the roof. It is necessary for jungling, and can increase your damage against champions and turrets as well. A general idea of how to use it for jungling is a typical Skill, Hit, Hit, 2nd part, Hit, Hit, repeat. If used properly, you will not run out of energy. It is also good for a quick application of red buff slowing.
USE THIS ON TURRETS! You need to take advantage of attack speed bonuses like this when you can.


Q: Sonic Wave / Resonating Strike
Ah, your opening and closing. Sonic Wave deals a good amount of damage, which you can use to harass if covering a lane, and reveals the target, allowing continued vision through stealth or escapes (That's right Shaco, Akali and Talon). Resonating Strike is a miracle worker. 10% of missing health on top of scaling means that he deals a large portion of damage at the beginning of a fight, and can then finish it with the same combo given its short cooldown. Although it would theoretically max out damage on champions by using Sonic Wave, hitting twice, then using Resonating Strike, it is not necessary. Do, however, use this strategy on minions.


W: Safeguard / Iron Will
Your safety net, Safeguard is very reliable. Quick thinking can allow you to get out of situations usually leading to certain death. Having teammates on voice chat is beneficial, as you can call out for a friend to move near you for your jump. Wriggle's is also an amazing item on him because you can place wards, then immediately jump to them. Over walls. Some people use regular wards for their actual purpose, and use Wriggle's for that 90 second cooldown escape, but I balance the two. Iron Will is an amazing skill as well, giving you significant amounts of armor, lifesteal, and spell vamp. You always want to use up Flurry autoattacks between activation of these skills while in combat, after each activation. Also, do not be afraid to shield yourself. It sounds obvious, but many Lee Sin players try to hold out for a teleport target when they could escape if they had the shield and armor.


E: Tempest / Cripple
Such a useful skill. Tempest is a low-damage large-utility skill, which will reveal champions hit. Easily the best counter to Shaco, Akali and Talon's stealths rolled up into one skill. The damage is weak, but the reveal can be critical. Cripple is the better end of this ability. An Area of Effect slow is fantastic for ganking duo lanes, increasing chances that one or both will not be getting away. Always expend Flurry uses on activation of Cripple, but as for using it on Tempest is situational. Always use it for jungle creeps, of course. If you have plenty of time before your victim is safe, use Flurry if able. If they are on the verge of escape, slow them immediately.


R: Dragon's Rage
Extremely versatile, this kick can save your life or end your enemies'. The separate uses are situational, but happen quite often (which is convenient for the low cooldown)

-Quick Damage: Dragon's Rage deals significant amounts of damage. You can use it for a quick finishing blow directly on your foe.

-Ranged finishing blow: The most difficult application, kick a high-health enemy into a low-health one fleeing for safety. Least often to succeed, most satisfying though

-Tank?: Get their tank to the back of a teamfight, simultaneously damaging their carries. The poor Amumu will fly backwards as your team moves forwards to engage the rest of their team.

-Ganking: Backwards kick. As you jump to them, kick them away from their tower. It's like a reverse flash.

-Positioning: Ever wanted to kick someone into a nest of Shaco dolls? Now's your chance. Clever uses are everywhere with this skill.

-Escape: Running from three people? Kick the nearest into the rest and you'll have better chances to get away, given that you knocked up two and sent the other flying backwards

I have a specific route I take for the earliest ganks possible.

Little Golems
Red Camp
Wraiths
(Ganking now ready- Use when needed)
Wolves
Gank/Give mid blue
Repeat

DO NOT smite little golems. Red is one tough fight, and you want it at level 2 so you can gank at 3. Take red, then wraiths. Gank if possible immediately. At least top or mid should be prepared, but if not go on to wolves. After wolves, gank if ready or get someone blue buff. You can take it yourself, but not particularly useful, best to let mana users have it.

This route takes advantage of Lee Sin's lack of mana to get as far away from blue as possible. Little golem ganks are nearly impossible. Wolves CAN be a starting point, but it's better to start at Golems if you want the level two Red camp clear.
Ganks are best opened with a precise Q. The damage is fantastic and jumps you in range of a swift Cripple. After receiving your ult, you can kick gank-ees away from safety, maximizing success.

So, that's over, and it's time to get to teamfights. You want to use your Dragon's Rage when needed. This depends on teams. Get the Amumu away from your team, for example. His Curse of the Sad Mummy could ruin everything, so we want to avoid that. Similarly, jumping to a Heimerdinger or similar squishy, kicking them into your team, and Safeguard to safety is effective as well. It's all about your playstyle and the needs of the team. Your damage should be focused on the squishiest targets, who cannot escape from your long list gap-closers fast enough to survive. Your role is halfway the tanky DPS who off-tanks, and halfway the assassin who feeds on carries. A fantastic merge between the two, a good Lee Sin can escape more effectively than any other champion in the game after taking down a carry.

This is my first guide. Tell me if I forgot something, don't just vote me down without giving me a shot at improvement. I also want to hear from people using this guide and their successes and failures. Happy hunting!