Nidalee is just a great Champion
She can do lots of damage with her Spear and also supports great with traps and her heal.
Her cougar form is a great thing, you are much more flexible than with other Champs.

I hope you like my build, I'm not that good in English, but i try my best : )

So I wish you much fun with Nidalee

Pro:
Great Range
Great Heal
High Mobility because of Cougar form
Traps for looking into Bushes
High Damage when spears used at maximum range
Passive extremly useful for chasing or getting away from enemy

Contra:
Squishy
CD-dependent
Early game very mana-hungry
Needs a lot skill to be played

Magic Penetration always useful - gives your spear more power

CD-Reduction important for all of your abilities, espacially for your heal
greater glyph of replenishment
You have a mana-hungry gameplay, so mana regeneration is exremly useful

Gives you a very powerful spear and heal in early game

9-0-21 masteries
You play on AP, so of course u need the typical mage setup

Great start up item.
Gives you AP, Health and Mana regeneration - Perfect

No more mana problems, very import so u can spam your abilities in human form

CD-reduction, very useful for me personally - it's up to you if you want to get instead

Perfect item to make your Cougar-form more effective by also getting AP
Will help you extremly against minions, as a cougar in general or in humon form when your abilities are on cooldown

More CD-Reduction, again I personally like this very much, because you can and have to spam your abilities

I don't think i have to say something about this item, it's just great

Turns your in more AP, with the it works just great

Great survibility item, can be build in earlier if you feel too squishy or if you are focussed a lot

Usefull for chasing and fleeing
Nice passive, but there are better ones in the game

Great ability
In human form you throw a spear and you do more damage if the spear flies a long way
With this build you do a lot damage with this
In cougar form you hit a powerful strike, which profits a lot by

In human form you throw a trap with gives you sight for a short time initally (Perfect to check bushes)
When an enemy walks in to the trap you see him for a longer time, which is perfectly to be not ganked or to chase an enemy
In cougar form you have a jump, which is just great of his low CD. It does some damage, but the main thing is, that you are much more quickly with this ability

Awesome heal, with an AP-ratio of 1,25. With this build you can heal really much health.
Also it gives the healed champion an attackspeed boost, which with the heal is just great.
In cougar form you hit enemies in frotn of you - Perfect against minion waves.

You can change between human form and cougar form, which gives you a lot flexibility