Hello, fellow LOL players.
My summoner name is Newfall, and I've been using Zed for over 2 months. In these 2 months I tried pretty many build that I could find on the internet, also asked a friend of mine who's a vet. LOL player and came to the conclusion that the best build you could get on Zed is AD and a little swiftness in smartcasting.

I do not expect this guide to be appealed by everyone, because no one really enjoys to be squishy; but as I said, if you're fast enough you simply hop into the battle, do the R-E-Q abilities on an enemy, ignite it and run away with the Shadow, or if you deal enough damage kill some other enemies too.

NOTE: With this build you can either go top or bottom lane, depending on your team's needings. I'm usually going bot/mid, because, I, personally, think that Zed fits for any top/mid/bot role.

To start of, you basically must know what each of Zed's spells do.
Q - throws a shuriken towards the mouse position dealing damage to targets it hits; but the damage gets lower by each hit target.

W - summons a shadow which mimics your Q and E - it will also throw a shuriken towards the mouse. By reactivating W while the shadow is still alive, Zed will switch places with it. (Can be used as gap closer!)

E - Zed spins around dealing damage with his claws; if your W ability is on cooldown, hitting an enemy champion with the E spell will take off 1 second from W's cooldown.

R - The ultimate. This is probably one of the trickiest, where a lot of people fail at it. When casting R, Zed will become untargetable for 1 second, jumping at an enemy and dealing some damage. It will activate a mark and spawn a shadow behind the enemy. The mark will last for 4 seconds and the shadow will mimic your Q and E. Once the mark goes off, it will deal to the enemy 20%/35%/50% of the damage that you dealt in the 4 seconds while the mark was active; so make sure you're a quick smartcaster when hitting the ultimate! Also, by re-activating the ultimate while the shadow is alive, Zed will switch places with it.

Pros:

Massive AD
Being a flippin' ninja allows you to make awesome escapes
Build can be easily changed to a tanky one

Cons:

Squishy
Can be easily pwned if the enemy champions have stun/blind abilities; so think well before attacking or making this build
Unproper use of the ultimate/w spell can be a total disaster
Zed's not so easy to master
Getting ganked while W is on cooldown

So, all in all, I do recommend this build to someone who is a swift smartcaster and has some practice with Zed's skill mechanics, as the W and R spells are the most important ones while using Zed. Being pure AD isn't such a bad thing, but there's also an alternative to get a little tanky and still own your enemies. Enjoy your flippin' ninja kills.