Hi, this is my favorite Lee Sin build.
I always use that items but I sometimes buy an other thing before something (I get phantom dancers before bloodthirster) if the enemy does not have many tanks.
Try the build if you wan't.
Like I said, this is a build that I think is the best Lee Sin DPS build.

I like to use armor yellows and AD reds, for blues and quins I use energy boosts because it's
realy usefull so that you dont run out of energy in the middle of a fight.

I like to have a very good offence.
Offence is a better defence :D
But I have little armor masterys and some yellows, even that can save your life :O
If you go tanky upgrade your def tree more.

I like to be offensive.
Good attack is a way better defence.
If the enemy has got alot of DPS champions get frozen heart not bloodthirster :D
And if they have many mages get some MR D:<
But I dont think mages will be a problem to you if you have at least items to bloodthirster and if you are pro like me, they will have a problem with you ;)

Lee Sin is a great solo champion even if it is 1 vs 2 (Does not work if the 2 enemys are feeded lol) He does need the help of his team sometimes (to use his shield to fast go back or to pwn a feeded noob)
Anyways, Lee is great >:D

This skills are great if you are in a solo lane.
You can easy lane control even from start you become the boss.
If you are a jungler, buy vampiric scepter first and upgrade your W skill first so you can shield yourself and with W skill 2 you can get more lifesteal.

If you are a farmer, upgrade your E skill first.
E skill is a multi-target nuke and you can easy get some minion kills with that ;)