Hey there!
This is my first guide on mobafire.
I play Nidalee a lot and I'd love to show you how I play her.
Please note this is MY build, and I don't say this is the best way to play her.

P.S.: English is not my first language.

Marks
Greater Mark of Magic Penetration
- normal caster runes

Seals
Greater Seal of Evasion
- nice for the extra advantage against melees in cougar form
Greater Seal of Replenishment
- nice runes for the extra mana regg early game

Glyphs
Greater Glyph of Scaling Ability Power
- a little AP boost
Greater Glyph of Scaling Cooldown Reduction
- cooldown reduction is always good

Quintessences
Greater Quintessence of Ability Power
- early AP boost
Greater Quintessence of Health
- early HP boost
Greater Quintessence of Evasion
- if you want the extra dodge

I use the normal caster masteries.
Skill Ghost or Teleport if you need it.

You should never use the same items every game.
If you face a AP heavy team, think about a Abysall Scepter and/or Mercury's Treads, a Banshee's Veil or/and Moonflair Spellblade helps you against a very CC heavy team.
If you see Yi, Xin and Ashe in the other team, buy Ninja Tabi or/and Zhonya's Hourglass.
You should buy this items after Rabadons if possible, but if you have to, get it earlier.

I focus on Javelin Toss / Takedown and Primal Surge / Swipe and max my Bushwhack / Pounce last, because I only use this for warding.
So it is R > Q > E > W.
But this depends on the other team, and if I need more heal, I'd max my Primal Surge / Swipe earlier.

The cougar form is what makes Nidalee unique.
It makes you a deadly melee and a awesome escaper with your pounce.
Watch this Video to see which wall you can jump over and which not, because it makes the diffrence between dying or escape and finish him off with your Q in a close battle.

I prefer Flash and Clarity, because I spam my abilities VERY much.
If you can manage your mana better than me, you can use Flash and Ghost.

Viable Choices:
Flash Very nice for escaping, getting in position for the final spear, etc. etc.
Ghost Catch up with the enemies, run away from 2 guys or just getting over the map quickly.
Teleport I don't like this spell, but if you do, yes take it.
Clarity Got mana issues like me? Get it.
Clairvoyance I take this sometimes if our team don't have a support to take it.
Cleanse A nice spell that could prevent you from being eaten alive cause you got stunned.

I want to thank you that you made it to the end actually :)
Please just downvote me, leave a comment and tell me how I could improve this.

Greetz