The name suggests that you lane with Vayne for this build, but it works with most AD Carries. My girlfriend typically plays Vayne when I play Thresh though, and the alliteration got stuck in my head. As always, the standard support rules apply:
1. Don't kill things unless it would go unkilled otherwise, or you're the only one in lane.
2. Your kdr doesn't matter, it's your assists to death ratio that does.
3. Your AD Carry is your baby, you feed and protect them.
4. Don't feed the other team's carry. If you're about to die, try to make the support kill you.
5. You are there to make others look awesome. When you do your job, the team looks awesome.
8. Be credit to team.

I'm always open to feedback, so feel free to drop a note.

You can also use movement speed quints like everyone else does, but I find the gold to be helpful. There are no scaling runes because I find that the runes only really matter in the early game, and the flat runes seem to offer more at that point than the scaling variety.

These are atypical and are just what I use. After I get the ward, which I typically use the first time I go back to base, I climb the defense tree, taking as much damage reduction as possible, and reaching for that basic attack reduction, which helps stop poking in the early game.

Your primary focus isn't damage, so Flay and Death Sentence should be left alone as much as possible. Dark Passage allows your carry to be more aggressive whilst still being safe, so max it first. Flay is utility -ish, knocking up the opponent and moving them in the direction you need, and also being aoe, is good for dealing with minion waves if you need to, so I max it second. Death Sentence is mainly utility,so I max it last, and The Box is an ult, so I put points in whenever possible.

Pros:
- You will be able to dominate the laning phase if you can land your hooks.
- You will be able to isolate opponents from their friends for cuddle times... with hooks.
- You will be able to slow your opponents to massive degrees, allowing your team to clean house in team fights late game.
- You will get to play Thresh...
Cons:
- Heavily skill shot reliant.
- You won't be able to kill enemies one on one very often, due to your low damage output.
- If you can't collect souls, you'll be squishy as all hell.
- If your AD Carry is an idiot, they'll grab your lantern every time. This is why I don't play thresh with PUGs.

There may be more of each, but I haven't found them yet.

Use your hook from the bush to either pull the support away from the ADC or to pull the ADC into kill range (I thought this was kind of self explanatory but... you know...). In the late game, you can use this same tactic from right outside of the enemies vision, bringing an opponent away and isolating him from his team.
Make sure you communicate with your ADC so that they know when you're going to pull, and they can get into position. They will miss so many kill opportunities if you don't, and because you didn't communicate, it's YOUR fault, not theirs.
While The Box is a great tool for generally slowing down the enemy team, it's also a good escape tool in case of an emergency. Lay it down in narrow walkways to either make your pursuers go around, or slow them.

Don't. If your carry is out of lane, or your turret is about intercept a wave of minions, then feel free, but try to let your carry get all the farm.

So there you have it. My first guide, and one I'm quite proud of. It's probably rough, but I'll keep updating it. Tell me how you fare with this guide, keep me informed about the changes you make, that sort of thing. Remember to check the item notes to get the build explanation, and have fun.