This is my 1st attempt at making a guide, so please excuse my mistakes.
Lucian is a great champion, only problem as of now is that he is considered as a tier 2(balanced)
champion tier list adr/marksman. Hopefully soon he'll get a few buffs to bump him up to at least tier 1.
I'm actually ranked diamond in my main account,but played more games on lucian in my 2nd(this) account which i'll be playing more on till i make this diamond as well.
I started playing lucian on this account to test/experiment how well he does in competitive ranked, turns out he does very well. Below are my current stats on lucian.

Pros:
Great Burst Damage
High Mobility
High Damage Pokes
Fast wave clear
a moving ultimate good for both chasing and escape


Cons:
no CC
Squishy
you need to be fast, either burst or bursted

+13 attack damage, for early burst and easy cs, the early bonus damage helps increase your Firstblood potential and winning those early lane scrimmages/duels with your match-ups with lucians amazing Burst dmg.
+2% life steal, to help you sustain and stay in lane longer.
Basic armor seals since you'll be facing an ad champ as well.
Cdr glyphs for that early reduction in skill cooldowns, which make for great burst,kite, then burst again combo in lane.

Start with Doran's Blade,
try to save at least 1550 before your first recall to get that B. F. Sword, or even better 1875 for B. F. Sword+ Boots.
RUSH and ALWAYS get Bloodthirster first(unless going hybrid build), then either go for Phantom Dancer, or Trinity Force, depending on what you think you'll be needing based on your match-ups opponents.
Well basically this is my item set, choose, learn, and adapt/adjust based on how well you're playing and your opponents champions.

Remember Lucian is AD caster type marksman, and his Q REALLY hurts.
ENJOY,HAVE FUN and feel free to mix and match from the item sets up above (build 1)

If you didn't know any of these or find them at least fun please upvote my guide as i try to improve it :D

Lucian can fire 18 shots in less than 2.5 seconds ^_^
how??? With runaan's hurricane + his passive, fire a total of 6 shots, so do the math 3 skills, 6x3 = 18 shots fired :D great for wave clear/push or just poking down the entire team.
fun fact, it becomes 24 shots, when paired with a lulu support ;)
Another thing is if max cdr(40%) his Q only has a 3 sec cooldown, so more PEW2x :D

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actually works in rank as well, tried and tested, but get runaan's hurricane as your 3rd core item, after BT and TF.

Autotarget and Autofire Q
how??? its a little tricky or maybe even a bug, i've done and tested quite a lot :P
Aim and cast Q before it hits or in range of the target and use E, when you dash the moment the target comes in range, it autofires :D

Unlimited PEW2x
get a soraka support :D it also works well in ranked, just PEW2x and PEW2x all through out laning phase, and make sure to try and hit the enemy adr as well :P get really fed or scale so much on cs making you snowball throughout the whole game.

TIPS
His E removes slows, so try to wait it enemy slows before you use your E .
His damaging skills have long range and are mostly skill shots, so awareness and good aiming/prediction skills are important.
firing W and hitting the target helps you either chase down that target with your R since it procs the movespeed bonus, or to help you get away and run faster
for more strategies on lucian take a peek here STRATEGY :D

Lucian really goes we'll with thresh :D how ironic, but great synergy.
for Supports ask for:
, , , (unlimited PEW2x).

lucian does well
VS
[icon=tristana size=50

Does Bad
against


But mostly i still think it really depends on the skill or how well you can outplay your opponent OR how good your support is :D remember good supports win the lane

Send me your picks on lucian and i'll gladly post them here ^_^