My build looks a little different than other builds you see here. I main Diana and i think building attack speed instead of classic AP-burst items is to her advantage. Take a look for yourself, It works!
The reason I choose to bet on attack speed is to take advantage of her passive. In farm, as well as in champion matchups it gives you a great advantage and lots of extra aoe damageBut Diana isn't a build alone, I'll share with you all that you need to know about playing this great champ! I'm trying to stay short and concise for your convenience. I'd be happy to hear from you! Please send any feedback and constructive criticism

RUN DIANA LANDED HER Q!

Basically...You should basically have your finger on "R" when you expect to land your Q. Her ult deals crazy damage and let's you ult again each time the opponent is stuck by your moonlight. In between dashes, pop your W for shield and additional damage. If it's not enough (happens in early game and with tanks) You have ignite and deathfire grasp to finish the deliquent off. I can't think of more secure killing sequence in the whole game! You have extreme damage at your fingertips

In the laning phase you can choose to go safe and farm, or to harass

For your safe option take W twice instead of E. Good shield is always handy. If you prefer to get the kids off your lawn (or your farm), press E-->W-->Q and I promise they will pee a little. E will bring the enemy close to you, they will bounce of your shield and take solid damage not being able to retaliate. E also slows them down so landing a Q will be easy. They will likely burn a flash too so you can call your jungler for noms

Farming comes easy with my build.

Your passive makes bonus and aoe damage every 3 strikes. After purchasing stinger, you will farm like crazy which will bring you to all of the heavy items fast and that's what you need to kill with ease. You can use your W to farm safely when in close proximity to the enemy champion in lane. Q is useful to harass through the minion wave.

Diana has some excellent escaping mechanisms

Her W being the most obvious one as it shields and does damage on contact but please note that her Q is not a frontal attack or projectile. You can strike an enemy behind you while running away to scare them

There is only some mid-laners you should be playing defensive against but it all depends on skill and play style after all. Generally the biggest threat for Diana is interrupting her ult. Shes a diver, turret diver even...After activating all your abilities onto a champ, being stunned with everything on cooldown is you biggest threat. Therefore, zohna, deathfire and ignite are suggested in my guide. Some stuns aren't as big of a deal. Let's take Swain for instance, You can easly dodge his stun-pit and proceed to victory.

Shes a late to mid game champion. Early game can we weak especially if your'e just starting with Diana. It's essential to farm up until lich bane and then start making kills. Shes a great roaming champion! If your lane is pushed out feel free to help out your top-laner and jungler. Get an assist, maybe a kill and turn the odds into your advantage. I found this to be a powerful tool of gaining advantage as shes an exceptional champ for roaming. You can't say the same about many other mid-laners. Just be careful, bot is a dangerous place for Diana as the support is usually a champion with some sort of a stun or interruption. As I mentioned already, that is the only threat for Diana.

never banned!
summoners have no experience in how to play against her
effective assassin, you either score at least a triple or die
not very squishy early game

one type of damage (AP)
not a teamworking champ
weak early game
susceptible to snares

Constant farm keeps Diana going when there's no occasion for a kill. Why do I make so much pressure on farm? because she has a very strong wave clear and her item build is top-notch expensive. Make sure you're mobile before entering danger zones like a bot lane with blitz or top lane with darius. You wont like the pulls. If you get pulled, shield yourself immediately for damage, run to your fellow players so that your shield refreshes or use your E to slow an enemy and play around it for your abilities to revive. In a critical situation just dump all your damage at the enemy, again, with deathfire and ignite you can kill anyone.
As I mentioned before: unless you are going for a sure kill avoid bot lane early game.