(I am a Chinese, my English isn't every good, please forgive me and finish reading the whole guide)
Here is my first Guide. I am sure this will help you not only playing Shaco but LOL this game.
The most important thing of playing a Champion is FEELING the Champion, the looking, background, unique things.....
For Shaco, he is Mysterious, he has lots of Characteristic make him so .. so ''Shaco''
Your teammates had told yours don't feed that much
Your enemies were so despair that they cannot kill .. even touch you in team fight, because you already killed by others before the team fight.
But its just history.

Its not the point.
GREATER MARKS n GREATER QUINTS : Strengthen Physical Attack, easier jungle and gank
GREATER SEALS : easier Jungle
GREATER GLYPHS : NOT Being Kill ....... too easily.

I use 21-9-0 because it helps on the first gank in lv2 (after red)
It has higher explosive force, faster on jungle
Someone asked me, why don't use 9-21-0, because even Shaco go this, it cannot help to be tanky and not effective enough.
And The Best Defend Is Attack

SMITE : JUNGLE
IGNITE
First reason : Five ad and ap, your E will get 10 more damage and faster jungle
Second reason : 70 more true damage for first gank, 410 true damage for their fat carry at the last team fight (match with Spirit of lizard) if top lend also bring IGNITE, use it earlier and give the enemy 140 true damage at lv 1 or lv 2.
Third reason : Keep Superiority when you are facing other jungle, usually, jungler don't buy Doran, if you get two Doran's Blade and a IGNITE, no jungler can dealing with you.

I have said the order, and here are the reason
Doran's Blade : Strengthen the Superiority of front game
Both ADC, APC, DPS at top will buy Doran, why don't Jungler?
All items of my Shaco isn't expansive(below 3000) so don't worry the items will be bought too late

(The cheapest)Shoes with FUROR : match your E and R,
After that, your E can slow others and speed yourself(kiting)
And your brother will also enjoy the addition and better chasing/bother someone

For jungle:
Lantern : faster jungle(finish your job and your fd's job), free ward

Spirit of lizard : 50 damage (only 2400), faster jungle, TRUE DAMAGE
(you will jungle and pushing really really fast)

For KILLs :
Youmuu and Sword of the Divine, Shaco will be weaken in the late stage of game, to guarantee Shaco have the power to kill someone before be killed, he must use some items with active in order to maximum his damage. Your will have extremely high DPS and its easy to take the carry down.

For life saving :
Zephyr : you have your Q, W, E with FUROR, R with FUROR, what you still scary thats control
so... Zephyr!! (attack speed is gd, CDR is gd)

Why not this.....
STATIKK SHIV : your target is just their carry just one, its DPS with lighting is lower than Sword of the Divine

Phantom Dancer : when you open Youmuu, its same as Phantom Dancer, but Youmuu has attack damage and Armor Pen, CDR

Trinity Force : too expansive

Ravenous Hydra : you only have a target, too expansive

Other Choices :

Maw of malmortius, wit's end : actually its fine if their ap carry can kill you within a second

Blade of the Ruined King, Bloodthirster (sanguine blade), black cleaver
this three items has high DPS, but Cost-effectiveness is not so high on jungle compare with the others. You can use it if you like.

Feel the Champion, you will know how to use it.