Hello, this is my first guide, please don't be 'too' harsh. Downvote if you must, upvotes are greatly appreciated ;3

Greater Marks Of Desolation - or arP Reds for short (great late game damage)
Greater Seals Of Resilience - or Armor Yellows for clarity (great early sustainability)
Greater glyph Of Warding - or Mag-Res Blues for short (same as above)
Greater Quintessence of Desolation - or arP quint's for short (same as marks)

you can switch out the arP reds for attack damage, for great early game damage maxxed with your doran blades.

the general damage build really, if you feel pretty good about not dying you can go 9 in the utility tree, for the movement and mana p level, but new caits should stick with some survivability ergo the tank tree :)

start with either Regular Boots, or Dorans Blade. eventually nab another doran blade (depending on if you're fed or not, if fed move onto the infinity edge with the Pickaxe or the Cape)
after finishing infinity edge start your work on the bloodthirster, grab a Vampiric Scepter, then work on phantom dancer. Upon finishing phantom dancer, nab bloodthirster and make them run to the hills, run for their lives ;3 (Iron maiden!)

Lay W in joints of the map, either bushes or paths that the enemy may take, gap-closers if you know what you're doing. Q then start with the passive strikes, if an enemy gets close to your "grill" Aim E at them and get away easy, if they still persist on killing you, try to run past your traps to trap them. remember to aim for the carry not the tank, and take them out fast. tank is always last on the death list, so don't be caught being called a noob ;3

Start the game out by picking Yordle Snap Trap(W),or Piltover Peacemaker(Q)
Piltover Peacemaker(Q) max it 1st.
You should get 90 Caliber Net(E) around level 4, unless you fear an early gank from the enemy jungler, then pick this in level 3 for a brief escape mechanism. Max it 2nd.

Flash and Exhaust almost always. if you don't like Exhaust you can switch it out for either Ignite or Cleanse, any other spell is usually not looked upon for caitlyn users.

Pros

+ Third longest range in the game (650)
+ Great damage early, mid and late game
+ Amazing harass abilities
+ Easy to last hit with
+ Wonderful passive. If used correctly, it will help you gain control over the lane and scare your enemies
+ Piltover Peacemaker got a nice amount of damage, and is easy to aim
+ Great zoning with Yordle Snap Trap, and if placed correctly can help you get away from a sticky situation, through lurking them into a trap or avoid a gank
+ A nice escape/chase mechanism and a decent movement speed
+ Can finish off low health enemies in a great distance


Cons



- A very low mana pool
- Squishy
- Focused in team fights (especially if fed)
- Yordle Snap Trap can be walked around, due to visibility
- Ace in the Hole isn't reliable if there is more than 1 enemy in the lane. Enemy champions can intercept the bullet for their ally
- Spamming abilities will oom you quickly