Ok, so i'm new to this whole guide buisness, so i'm not very confident in this, so please comment and rate! Let me know how i'm doing! But, enough about me, this is about Pantheon, one of the best of the best! Not only is he the manliest of all men, an amazing ganker, and just awesome in general, but he's a BAKER! What else could you ask for in a champion of the League?

Aegis Protection
This must be one of the greatest passives of the game. This can make or break a fight, as it allows you to block a turret shot or basic attack every five attacks you make. Pretty self explanatory. Make sure it's up if you're about to turret dive, or if someone's about to use an on-hit effect, like Garen's Decisive Strike, Nasus's Siphoning Strike, Caitlyn's Headshot, and Shaco's Deceive (as it's a basic attack). Now, one thing that must be said, is THIS DOESN'T MAKE YOU A TURRET DIVER. Unless your building a tank Pantheon, you simply don't have the health to take turret damage. Sure, you can block one shot, but to properly dive you'll be taking 3 or 4. Early to Mid game, you simply don't have the health or armor. Late game, sure. But only if you're sure you can kill them fast.

Spear Shot
Your main poking ability. This is a good jack-of-all-trades ability. Due to it's short cooldown and solid damage, this is your primary ability in general. Use it to harass, to last hit minions, and obviously when you're attacking a champion. Using it ti initiate is what you should so, so it comes off cooldown faster and and can be used later in the battle.

Aegis of Zeonia
Your amazing ganking ability. This deals a bit of magic damage, but the main thing is it jumps you to your enemy AND it stuns them for a 1 second! This. Is. Amazing. This is something that should be used to fight, and it can be a decent harasser. An added benefit is that it charges up your passive.

Heartseeker Strike
A seriously overlooked ability, especially by the Mantheon snobs, this can deal some serious damage to enemy champions. It's not very good for farming, as it won't deal alot of damage to them. But, since it deals twice the damage to the enemy, this can be extremely destructive to champions that aren't smart enough to get out of the way. Use this right after Aegis of Zeonia, so they can't get out of the cone.

Another trick: after Aegis of Zeonia, when you use it, since it'll hit them no matter where you aim, aim it in the direction of the other enemy champions. It'll make them second guess coming to the rescue, giving you time, or it will give you free damage. If they're alone, put it the way they'll run.

Grand Skyfall
This ability can be seriously terrifying, or very weak, depending on when you use it. I mainly use it to get enemies in a team fight to move, by putting it right behind the caster, you force them to either leave the fight or move towards your teammates. And if they don't move, that's alot of damage. This is also great for minion farming, as it will probably kill all minions in the blast radius. Use it to get into team fights fast and to generally annoy your enemies. Also, aim your Aegis of Zeonia BEFORE you land, so you can jump on them right when you land.

So, this goes:
- Spear Shot
- Heartseeker Strike
- Aegis of Zeonia

This is for a multitude of reasons. Spear shot, your farming ability, should be in early, as that's what you'll be farming with the most of early game. Heartseeker will do alot of damage, so that should be next. The reason Aegis is last, is because all the level ups do is more damage (magic, and you're not building AP) and cooldown reduction (they'll probably flee just as it comes off cooldown anyway), so the leveling isn't priority.

Doran's Blade: It gives you everything you need at the beginning of the game, for damage and health and life steal for in-lane sustenance.
Boots of Swiftness: A great all-around tool for Pantheon. This allows him to chase enemies down faster (as most people get tier 2 boots), or running from the bad battles.
The Brutalizer: This gives you everything you need! Attack Damage, Cooldown Reduction, and Armor Penetration. Also, it stacks later to Youmuu's Ghostblade
Vampiric Sceptre: The Life Steal is great for sustenance and steady damage, as you're still fairly squishy. Stacks to Bloodthirster
Bloodthirster: A great tool for Pantheon! With this, i'd suggest first going and killing a minion wave or two just to get the stacks on it.
Last Whisper: This gives you some solid damage, but it also allows you to bypass a lot of your target's armor (this plus Heartseeker Strike can become very fearsome).
Phage: To give you some health, and to lead up to Frozen Mallet
Youmuu's Ghostblade: From the earlier The Brutalizer, this is also really great! The active of this is a massive boost! (and the active isn't too shabby either, attack speed and movement speed)
Frozen Mallet: From the earlier Phage, this is really your first and only defensive weapon. Also, it does give you a huge advantage in it's unique passive of slowing your enemies, so they can't run as well from your awesomeness.
B.F. Sword: Good for attack damage. Really just to lead up to your Infinity Edge.
Infinity Edge: A great weapon in general for Pantheon. A lot of attack damage, critical strike chance, and it makes you criticals even stronger! What more could you ask for?

The Greater Mark of Desolation and Greater Quintessence of Desolation are pretty obvious in their reasoning, their to wreck armored enemies and to do more damage. Due to the runes and masteries, you've got an Armor Penetration of about 25 at the beginning of the game.

The Greater Seal of Armor and Greater Glyph of Magic Resist are for taking damage, something you definetly don't want to be doing as Pantheon

Heal: a generally awesome ability. Just when they think you're out for the count, you can just heal and make them regret overextending!
Ghost: Good for chasing and escaping (because you may be awesome, but you're not a carry), so you can get in range with Aegis real fast, or make a quick getaway.
Flash: This is a great tool for escaping and for getting into position for Aegis of Zeonia
Plausible Others:

Exhaust: No running for you.
Cleanse: Since your greatest fear is probably crown control, this can be very handy in those situation.

I usually like to run Pantheon in top lane, with a friendly in the same lane (as in, not solo). This is mainly due to the fact that as an assassin, getting focused is never fun. If you want to find a Solo Top Pantheon build, i recommend http://www.mobafire.com/league-of-legends/build/pantheon-son-of-hades-solo-top-171938 . Other than that, i can't help you on that one. But while in duo lane, what you should be mainly doing a lot of harrasing your opponents, throwing Spear Shot at them whenever you can (unless it's someone with a lot of Life Steal like Warwick or Sion) If you've got some support, then do the Spear Shot- Aegis of Zeonia- Heartseeker Strike combo onto an enemy champion (preferably the squishiest). But to do this, you MUST have support. If you don't, they just close in on you and kill you easily.

Tanks. I don't know what it is, but they can simply soak up all your damage and force you to back down. Your best bet is probably going for the Melee DPS-ers and the Casters you jumped on with Grand Skyfall.

Crowd Control. It's happened to me a million times. I run in to start the killing, and Lux or Morgana or Ryze just goes STOP and Dpses me down so i'd easily die in the fight. Avoid those specific champions, or simply surprise them so they don't have the time to react. If you can't run around them and be unpredictable in movement until Aegis of Zeonia. Cleanse can be very helpful to this end.