Not Updated For Current Season
To get some things out of the way, this is basically the build order I go with, obviously change the boots to your preferred boot for the match, and the order isn't set in stone. Although I do like to follow it up to the Gunblade religiously. Your starting crit won't be significant, but it never is. Your crit damage however will already have 40% added to it from your runes and masterys. By the time you hit zeal, if you follow the order, you'll have around 50% crit chance for most of the game.
I can not stress the effectiveness of exp denial through the use of "Raise Moral" in the early game. This will not only let you out level your opponent but it will also serve to keep your lane pushed up on your turret. This is important because you're much less vulnerable sitting under a turret, and early game is not where Gangplank shines. Instead of harassing the opponent and going for kills, just sit back, farm up, use your heal, and deny them experience. This way, when your jungler comes in for the gank you'll be ready and waiting, while the opponent will have a long run back to their turret.
The Benefits of Spell Vamp
Spell vamp activates on "Raise Moral" so you essentially have two healing abilities, which can make you damn hard to kill with 30% CD reduction and +20% healing. On top of "Raise Moral" and "Remove Scurvy" healing you for a ton, your ultimate will also heal you now. This means that even if you're focused in a team fight you have enough survivability to last at least for awhile. With the amount of burst damage the Plank is capable of you'll probably outlast your opponents. Even Dr. Mundo won't be able to fight you with your healing and the ability to cut his healing by half. GangPlank just becomes someone no one person can take down. Expect to be focused in team fights, but if you use your activated abilities on your items well you can kite just about anyone.
Cooldown reduction is something a lot of people overlook on Gangplank. With a reduction of 30% it means you can Parley faster, heal faster, and use your ultimate more. Exhaust gives you the clear advantage vs melee, while the spell resist from your items, along with your healing lets you outlast most bursting AP champions. Also you have two activated items, one item that can slow along with an item that increases your attack and run speed. Add to these the fact that you have a built in stun removal and it means that it's going to take close to a miracle for someone to get away from you when you want to focus them down.
If you find you're fast enough with "Ghost" and "Ghostblade's" active ability, you can ditch the "Zeal" and pickup a "Last Whisper", alternately the other reason to make this change is if their team is packing too much armor for you to do any damage.
I'd like to be considered a guide, but really I'd have to write nearly twice as much for this build...and it's just not worth it.