This is my build for Caitlyn. It is a high damage build which allows you to deal massive damage throughout the game.I have been using this build for Caitlyn since season 3 started.

Regarding items, I start of with DORANS BLADE as it provides good sustain and damage early.
Then I get BERSERKER'S GREAVES to increase attack speed and movement speed.
Next, I build AVARICE BLADE into STATIKK SHIV for high on hit damage and poke in lane.
Followed up by getting a LAST WHISPER for attack damage and armor penetration.
Then an INFINITY EDGE for critical hit chance,attack damage and critical hit damage.
The last 2 items are double BLOOD THIRSTERs these provide the huge damage increase and sustain through life steal. Selling the DORANS BLADE before buying the 2nd BLOOD THIRSTER is all thats left to complete this build.

Potions: Buy both the ELIXIR OF FORTITUDE and the ELIXIR OF BRILLIANCE once you have the full build.
ORACLE'S ELIXIR is optional but recommended if there is a TEEMO on the enemy team.
Wards: Don't buy any wards that's the support/tank's job you need all the money you can get!

Try to only last hit minions where possible to deny the enemy champions farm.Your headshot passive allows you to kill a minion at half health(excluding the cannon minion)instantly.This allows you to farm faster than most champions.Also harassing the enemy with basic attacks is usefull for denying farm.

If the minions group up into larger waves, using your Q PILTOVER PEACEMAKER allows you to farm the back of the wave where the caster minions are effectively.