Not Updated For Current Season
Physical (What I would do):
-> Any prefered boots not just my suggestions (Have a look af the team setups before deciding, i suggest you avoid
-> <-> <-> / <-> / /
If you want to go more towards Hybrid:
-> -> Any prefered boots (Have a look at the team setups before deciding) -> / -> <-> <-> / / / / <-> / / /
Depending on your preferences (could be because of team setups) you can add/replace items:
(For the spell shield -> as long as it's up nobody wants to waste an ulti or any cc effects on you but be carefull about AoE or walking into a spell unless you save somebody by blocking the spell);
(If is unnessesery this would be a nice replacement to chase down enemies)
(For resist, regain and movement speed. Only a good choice if you need more movement speed and resist);
(Basicly for the slower attack speed aura and the 99 armor, the cooldown reduction... awesome detail :) sadly Pounce is not effected by it);
(For HP and slow effect);
(Nice passive and bonus to armor and resist);
(Only for the passives, the active is unique);
(More armor and dodge, although you will not get the full potential from these when in Cougar form)
(Nice crit chance and attack/movement speed bonus);
(HP, regain, lots of armor and a nice passive and active);
(For attack speed and an awesome aura, lifesteal and armor reduction);
(High damage and lifesteal);
(Armor and damage return).
In laning phase: You can make sure that u see the enemy coming to gank you by using like wards, you can even make a ward visible by using it on a ward (If you see it being planted or using the usual warding places).
Harass/taking down: use under an enemy champion, or lure them into one, use Primal Surge for attack speed/heal, then auto attack if you are close enough, and one or two times , just remember that as AD Nidalee you do not have much mana, so do not use it up on harassing and also remember you deal most damage while in cougar form so do not go out of form to heal too often, unless you are fleeing with an ally.
In cougar form: (W) -> (E) -> (Q) or (E) -> (W) -> (Q) depending on the distance between you and your target. At least make sure you face your target when using Swipe and that your target does not have full halth when using .
When fleeing: Make sure you use your to heal as often as you can, you are in (20 more movement and 10% more dodge) most of the time and Pounce in the right direction. If possible run in brush or duke them -> lasts for 2 seconds, so it should be easy enough if they aren't too many.