I play adc, quite a bit, and I always start dorans blade, to farm and health, for Lucian I'm really enjoying the long sword so I can rush manamune. Once you get your manamune, you can spam your abilities, to farm, and get a fair amount of harass off, and fully utilize your passive. If you can get an early kill, you should be able to snowball the lane.

After you get manamune, I wouldd advise getting boots, and the sapphire crystal, for additional damage. Build the sapphire crystal into a sheen, increasing your w's damage output, and your basic attacks damage. Again, This build is for spamming his abilities and utilizing his passive for the double shot. After obtaining sheen, I always finish off into the frozen gaunt for armor, additional damage and the slow. After the gaunt proc, the kill becomes pretty easy to secure. From there go for your bork for additional damage, and life steal. Finish your cool down reduction boots for further spamming and a last whisperer for additional damage. After finishing the core items, I have always finished with zephyr, for the movement speed, attack speed, and cooldown reduction.

Level his q first after obtaining the other skills, his q has the a lot of range to poke, His w has the same potential, just not as much damage. His dodge is a great ability, but just not needed, until the others have been obtained.

Laning phase, constantly harass with my Q and W, when your ready to go in for the kill, try to be in close, and try to get your passive to hit on every ability. Going in for the kill, I like to lead in with my W, get the movement speed buff, and land a q, get another basic attack off, keep attacking until the next ability is up, and use your E to either finish the kill or back off. If you have your ult, its a great ability to use after they have flashed, and are going to their turret.

After playing multiple games with him, and building him traditional adc and blue, I dont see how any other build could be viable.
Pros:
When building him blue, he can do a lot of damage from afar, and if he is focused, you should be able to get away most of the time. While building him blue, I had a lot of fun just being able to spam his abilities, making him very mobile, and got a true "blade-like" feel. His ult has a decent range as well, in or out of laning phase, flashing to get away from his ult, does not guarantee safety.
Cons:
When building traditional adc/glass cannon, any sort of cc, and he is shut down. Another Con, his ult can be a little difficult to position, and can be frustrating, seeing as how a single stun, or slip of a mouse can waste his ult. Minor Con, his q, can be a little frustrating to use as well, and if your playing against a champion such as vayne or mf, they can easily avoid the poke.

Overall:
Overall Lucian is good champion, with the right team. Having a team with a great amount of cc seems to be most effective just to get full effect of his ult. I have noticed that a Leona, and/or J4's ult work amazingly.