A life steal item wouldn't be bad that way you can get a lot of levels in the beginning so you keep regaining with the life steal so you don't have to return to heal.

I do vampiric scepter for my first item then later on i get bloodthirster which the vampiric scepter just builds into.

I don't personally like it because the money goes to CDR and manaregen. I don't find that CDR needed in this build because most of the damage output is from autoattacking. You can also pretty much spam shrooms without Nashor's Tooth anyways..

Add Nashor Tooth, its a nice item for Teemo.