I can't see no sense in Hextech Gunblade, Greater Mark of Magic Penetration and your ability sequence. Sorry but this is totally inefficient. Spirit of Dread is not worth an expensive item like Hextech Gunblade for itself and Onslaught of Shadows doesn't deal that much dmg and has a pretty low AP ratio. Also you usually max out some ability and don't level up them all simultaneously. And btw why the **** don't you max your ult until lvl 17? This is pointless. Also you have no real defensive item except frozen mallet, which is not a bad choice, but you usually get enough dmg out of Trinity Force and Rampage, so that you could buy more defensive items like Sunfire Aegis, Randuin's Omen or even Guardian Angel instead of Infinity Edge or Hextech Gunblade. Moreover you didn't say which lane to go but as i conclude from your build you might consider top where you should be more tanky because you're the teams fighter and initiate. I wouldn't even try this because jungling with hec is the only option in my opinion, but because this your first build I won't rate it down.

Added new Build! for early game

Nice build but early game, Hecarim can't do anything!

Its easy when you have the Champ :D

I don't understand how is it possible to write a guide about a champion that has just been released in the past week.

Did you already played more than 100 games as Hecarim ?