Snowballer Vayne build. I use this 100% of the time and get a 75% win rate (or there abouts). Vayne is a high skill based champion and so positioning is key to mastering Vayne. Practice, practice, practice is all the advice I have, only then should you focus on refining your builds.

Flat Ad Marks (Greater Mark of Strength): This are pretty standard for most ad carries. Without these you would fall behind in damage and your kills/cs would suffer (mostly in early game as later ad is not an issue).
Armor Seals (Greater Seal of Resilience): Same with the marks, pretty standard for ad carries. Without these you would take extra damage from minions and your opposing ad carry and you would struggle without these.
Magic Resist Glyphs (Greater Glyph of Shielding): Again another pretty standard for most ad carries. Without these you would take extra damage from most support champions, ganks from mid, most junglers and some ad carry's abilities. These are also improtant for late game due to the fact that you only buy Guardian's Angel for defensive purposes.
Movement Speed Quintessences (Greater Quintessence of Swiftness): These is the biggest difference between Vayne's build and other ad carries, movement speed is of paramount important with Vayne as to get the most out of her, you need to be able to dodge CC and move into correct positioning.

For this build I use 21/1/8 taking the usual point in Offence, 1 point in Defensive for a lowered Cleanse cool-down and 8 points in Utility for a reduced Flash cool-down, reduced Recall cast time but mainly for increased movement speed having reduced death time as an added bonus and gap filler.
These masteries are designed to maximize damage as well as having mobility to position correctly and to increased escape mechanics.

Starting with Boots of Speed and 3 Health Potions is standard for almost all ad carries, but it being especially important for Vayne. I also, as a general rule, always have 3 Health Potions when buying up to help with sustain. Getting 2 or 1 Doran's Blades is a preference, I usually go for 2 but if you feel that you're not at too much threat then 1 will be enough. Berserker's Greaves at which point you will start dealing decent amounts of damage. Next on the list is Zeal or Vampiric Scepter, the order in which you get these depend on how well you are doing in lane, Zeal will help you do more damage and get more kills and Vampiric Scepter will help you with sustainability on lane and would help with farming minions. Whichever you buy first, I recommend buying both before moving onto getting your first Phantom Dancer. The reason you but this before any physical damage items, is because the bonus damage from Tumble and Final Hour is enough to make her strong enough to go without these items for the early/mid game. Also her Silver Bolts stack well with the Phantom Dancer's attack speed increase. The next item is Infinity Edge which is the main source of damage from Vayne's basic attacks, stacking the bonus ad from her abilities and crits on top of Silver Bolts procs leads to massive damage at mid game. Another Phantom Dancer just makes her mobility and damage overwhelming for any 1v1 situation or even 2/3v1 if controlled correctly. Guardian's Angel is the next item and is pretty standard for any ad carry as it can increase your survivability and deter any opponents from chasing and/or killing you. Next I buy The Bloodthirster as I find that the damage at this point is high enough just to overpower any average/high armoured targets. Of course, if there are a lot of enemies with a lot of armour then it would be wise to sell Infinity Edge in favour of Last Whisper for the armour penetration.

This skill sequence is made to maximize damage from Tumble for early game poke, Silver Bolts for mid/late game damage with attack speed and finally Condemn as this is her utility ability, even though this ability does lots of damage, I find that with early attack speed, Silver Bolts grants higher damage throughout the entire match. Of course maxing Final Hour at levels 6, 11 and 16.

I take Flash and Cleanse to maximise Vayne's mobility and to increase her rate of survival. Flash is taken for almost all champions nowadays and especially useful to Vayne when escaping as her passive (Night Hunter) only works when chasing and enemy. Cleanse is vital for Vayne as her lack of defensive abilities make her an easy target for hard CC when being hunted down, or to avoid CC that would otherwise hinder your chasing.

Overall I am very happy with this build but there are some things to watch out for.
1. Farming: This is extremely important as this build is very expensive; this build is designed so that you farm for as long as you can with sustainability before going into epic damage mode. The more you farm, the earlier you can get there.
2. Chasing: Try not to commit too hard to kills, Vayne is extremely squishy and chasing can lead to unnecessary deaths leading to a lack in farm and to you falling behind in your build.
3. Positioning: Positioning is the single most important factor in whether you do well or badly as Vayne. Avoiding CC and being in the right place to stun enemies with Condemn is vital for a successful game with Vayne. Use Tumble and Night Hunter to your advantage for this.

Hope you all the best with this build! Please leave feedback and maybe I'll make some more. :)
P.S Please excuse any typos and mistakes!

Edit: Please take note that this is not a full guide, only what I use and the reasons behind it. I did not intend to make this build lengthy.