Pick Heal for these reasons:
1. Escape from Death
2. Saving allies
Pick Flash for these reasons:
1. Dodge skillshots if needed
3. Kill Secure (Killsteal or not)
4. Great Combo's
I suggest starting off with a Doran's Blade for these reasons:
1. 80 Health Bonus. (Alot in early game)
2. 3% Life Steal. (Not much but helps)
3. 8 Damage. (Always handy)
I suggest getting Berserker's Greaves for these reasons:
1. 45% Movement Speed. (Running back to lane)
2. 25% Attack Speed. (Faster wave clear and kills)
For first back I suggest getting a B.F Sword for this reason:
1. 40 Attack Damage is quite alot. (Helps togheter with Attack Speed and Crititcal Strike Chance)
Your Core Items should be Rapid Fire Cannon, Infinity Edge and Bloodthirster for these reasons:
Rapid Fire Cannon:
1. 30% Attack Speed. (Faster wave clear and kills)
2. 5% Movement Speed. (Running back to lane)
3. 30% Critical Strike Chance. (Can be very powerful with a bit of luck)
4. The Passive, 35% Bonus Range and 50-160 Magic Damage(Depending on level). (Very usefull item)
1. 65 Attack Damage. (A ton of Damage)
2. 20% Critical Strike Chance. (Can be very powerful with a bit of luck)
3. The Passive, Critcal Hits deal 250% Damage instead of %200. (Alot more Damage output)
1. 75 Attack Damage. (A Big ton of Damage)
2. UNIQUE PASSIVE 1, 20% Lifesteal. (Very handy when getting low health, just kill some minions to get your health back)
3. UNIQUE PASSIVE 2, When full health lifesteal grants you with a bloody shield. (Shields are quite handy)
Caitlyn has alot of interesting mechanics, let me show you some examples.
1. Place Yordle Snap Traps in bushes and jungle camps so they get stunned and take damage.
2. Avoid using your Ultimate in team fights, it can easily be blocked by other champions that walk in front of it.
3. The 90 Caliber net has 2 uses: Escaping, jumping over walls and Slowing, shooting it at the enemy champion. Make sure to use both!
4. In Early Game try poking alot with your Q.