Hello all,
Heime is my favorite character and i play him with a particular build based on armor and ability power. I am not a pro but i swear some will be thanks to that build ;). The order you get the build can change, but i insist on Guardian Angel and Zhonya's as your turrets will keep dealing damages during your reviving or invulnerability time.

Ghost will permit you to escape and also to run between your turrets while enemy is chasing you and exhaust will maintain them in your your turrets range.
Nice combo for kills and escape.
The heal can also be great but mainly at the beginning of the game as at this time of game you won't have any armor.
Flash is great for more offensive game-play.

Ability power & Ability power penetration runes will enable you to buy armor at the beginning of the game to be more resistant but also to deal damage.
only ap runes will bring you to 34 ap at the beginning plus amplifying tome it will be 54: enemies won't approach your turrets.

[*] Turrets are great for defend and killing minions.
[*] Micro rockets are nice to deal damage to enemies.
[*] Grenade is good useful as it stun but difficult to use if the target is far. It is also good for farming but with AP so i advise to upgrade it in the mate game but get it since the beginning.

In the skills sequence proposed above, i improve first the turrets, a more balance sequence between rocket and turret can be great to get easier kills if enemies on your lane play safe and do not push too much.

Heimer is great for pushing on lane and turret destruction. I advise to put enemies turret in your turret range as your minions are in enemies turret range (may be not clear but english is not my spoken language be pleasant ;) so ask me for more dertails... )
But it is difficult to focus enemies with his skills as minions are around, so to make kills trap in bush can be a great as you get 2 turrets.

The sequence for item bought can change, depending how the game progress. Armor first or ap first, it is up to you!

Mejai can be great if you have the advantage and if you are to keep alive... So after guardian angel is great.

Boot of swiftness are great to run between your turrets, to escape but also to push on several lanes for instance when minions are near from a turret.

Abyssal scepter is great if you need magic resist or if you have most of ap damage characters in your team...

Stay as you can behind your towers, you are a support and do not chase. A good Heimer depends on where he puts his towers. In bush to make traps, stun your enemies as they are in it and freeze your turret. to prevent ganks it s also nice. Do change your turrets places all the times and let them near to strategical places like buffs...
Try to stay and make assist even with Mejai, assists stacks!
Very strong on 1v1, do not leave your turrets just run in it and use your spells especially if your turret cooldown are not back.

Nunu and Cho'gath can eat your turrets so put them far back from minions lane.
For ashe or Mundo for instance hide your turrets behind minions, they wont touch it...
For morgana, cait, malhazar,as tehy have AOE spells your turrets must be out of minions, they will need to use mana to kill minions and other spells for your turrets...
Long range players, are also difficult to play, like caitlin or vayne.

Thanks for reading me, sorry for my English.
I ll try to improve this guide if it is read or on demand.
GL & HF