Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
My very first build, enjoy :)
Start off with Spinning Slash and boots to ensure maximum escape-ability at the beginning. You never know which partner/enemies you get to lane with, so it's best to stay as much out of harm's way as possible. Bloodlust is great healing at the beginning, and will be a great damage source later on (+24 bonus damage and +36% crit damage at 8 stacks), so make sure to max it out first. Get mocking shout at level 3 for chasing and escaping and max that out secondly.
Once you have Undying Rage, play muscles-no-brains. Charge in first during group fights, and don't be afraid of taking excessive damage, that's what your U.R. is for. Also, the lesser your health, the bigger your crit chance, so make sure to use this to your advantage.
Since spinning slash is not your source of damage (it's only used to escape or chase) it's wise not to raise this skill level until endgame, since the ability will cost more health at every skill-up. It's also smart to open up with a mocking shout during group fights, as it drops your opponent's attack damage by 100, extending your time to rampage them before having to pop U.R.
Start off with Berserker's Greaves to get your A.speed above 1 (if you have all a.speed runes that is). Then, build for an Executioner's Calling. This item has 18% lifesteal, which is needed for getting the red buff at around level 6, which will give you a great advantage at ganking. You can also "use" this item on characters with a lot of heals (for instance Taric or Soraka) to reduce their effectiveness, though I'm not into "using" items much.
Phantom Dancer should be your next item, for it increases your movement speed, attack speed and critical strike rating dramatically, and it also enhances your survivability due to the dodge value on it. Get Infinity Edge directly after that, for it raises your critical strike damage to 296% (with 8 bloodlusts), making you heal around 110 HP per crit (and since your crit rating is 67%, you will crit A LOT).
Get bloodthirster after this, for it raises your lifesteal to 43%, making you heal around 220 HP per crit, giving you nearly endless life and VERY easy kills on squishy characters. Since tanks are the only ones to watch out for, get the Black Cleaver to further enhance your damage and weaken their armor (making you hit harder on them, thus healing you more). Should the match last long enough for you to get enough money to buy another Phantom Dancer, replace your boots with another Dancer.