Welcome to my Wukong build! I think that Wukong can be played with that "burst Wukong" build, but I think he's more of a constant, damage dealer. Anyway, I hope you enjoy my build and give me your critisism!

Pros:

Crushing blow is good for armor pen.
Can escape easily with Decoy
Great ultimate

Cons:

Somewhat squishy early game
Can run out of mana very quickly early game
Wukong's decoy can be countered kind of easily

What's with the items?

Answer: Wukong, yes, does have his Q-ability which gives him a good amount of armor penetration. But I don't think he should always be built armor pen.; it can be a really good situational thing. If you wanted to not build as much armor pen., but still keep the good armor penetration ability then you should maybe leave out the Last Whisper and just keep the Trinity Force, but not go for The Blood Thirster. The reason why I have "If you're building armor pen., Dont go for Phage) in parentheses is that you can go all penetration or you could go just regular DPS. Those last items can be fooled around with ;)

Just regular Flash for escaping or chasing and exhaust for the same reasons...

Greater Mark of Desolation: For +14.94 Armor Penetration

Greater Seal of Resilience: For +12.69 Armor

Greater Glyph of Resilience: For +6.3 Armor

Greater Quintessence: For +9.99 Armor Penetration

So in total= +18.99 Armor and +24.93 Armor Penetration