I bought Lee Sin as soon as he was released and I find that I have no trouble getting wins with him while using my own build. I see a lot of other Lee Sins going AD or AS and it might sometimes work for them if they have the right team compo, but I find that i often do better than these other Lee Sins and this has led me to creating this build to share.
This guide is for Laning Lee Sins who can act as a support melee person, and anti-ranged laner, or a carry. Lee Sin may be difficult to play but I feel as if mastery of his abilities leads to a wonderful character that can help any team composition.

In my first few days of playing Lee Sin i tried building him like I would a carry, or an AD/AS build, which usually includes boots first for the quick getaway, and found that this left me hurting more than surviving, so I tried going for this starting item, the Vampiric Scepter. It leads to a much longer survival time in-lane while I can stack it with Lee's W for greater effect after lvl 2.
After Vampiric Scepter you can build into either boots or Wrigglers, I usually go wrigglers first because i can stay in lane long enough to buy it outright, especially if i get a few kills early game. Wriggler Lantern is a wonderful mid-game item that can be used to keep a tabs on dragon, if the other team has a jungler wriggler's active is a must. Wrigglers plus boots, often i go Berserkers but if the other team is caster heavy i go Merc Treads, can sustain you long enough to get the full blood thirster, despite the heavy cost.
I go blood thirster for Two main reasons: The on kill stacks are wonderfully easy to get because Lee Sin is a really great minion-killer, especially with his E, the other reason is because of its life vamp. I have found the life vamp is the single most important thing on Lee, not just for jungling, but because it makes him really hard to kill with the right ability spacing and taking advantage of his passive. Often i find that ill get 2v1'd. and ill just WW into EE and get one of the kills while never going below half hp solely because of my life vamp.
Life Vamp isnt the only thing Lee needs in late game though, he also needs to be able to land kills and survive ambushes, this leads me to the Frozen Mallet. It adds hp, a must for late game survival, and it slows enemies on hit, a must for chases. I found that in late game i would often miss Last hits just because the champ had enough utility to GTFO before i land the blow, and Frozen Mallet lets me get to them before they get help.
Lastlt I put Last Whisper on the item list, most of the time, I dont get to it, however every once in a while i find that the game is running late and the only thing i need is that drive home through my enemies gross amount of armor, hence, the armor penn. Ive also gone phantom dancer during these late games, but i still believe that last whisper is the best idea, but its your choice

For Laning you want to Prioritize Q, then W, Then R then E, the reason why is because early game chasing is easier with Q then with E, and mid game survival is based on W, besides i feel as if the rank 1 slowing of E is good enough to let you or your allies get the kill on a runner.

The only thing not normal about my choice of masteries is the CDR instead of the AP and i'll explain why: Because Lee Sin doesnt need AP for E and W, while Q is good enough with the added physical on the second half of the move, instead, CDR allows W to be utilized more for survival's sake, Q used more for chasing's or harassing's sake, and E used more for AOE damage. Again, its your choice.

Pros

Strong against Ranged Champs
Great Survivability
Great Damage

Cons

Weak against Tanks or strong melee characters
Weak jungling with this specific build

My runes were chosen mostly on early-game need, such as the armor-pen marks, movement speed quint, and hp seals. I went CDR glyphs because CDR is what makes up the backbone of this guide, its all about getting your abilities out more often instead of having them hit harder. CDR works very well with Lee's Shield/Vamp WW, with enough CDR there's almost no downtime in between increased vamp buffs which benefits Lee's AS through his passive, and survivability through his increased vamp. Note: CDR also affects Lee's switching between abilities, such as his Q-Q and his E-E. PS. the armor-pen runes really help Lee's ult unlike many other runes.