For starters ..
I've tried every other build suggested on this site for Master Yi, and none has gotten me the rate of succes as the simple build i use..
Btw: I'm only level 13 so far and haven't spent any money on runes (saving up for a champ).. But still i get over 20 kills each game with Master Yi..

This build isn't difficult at all, pretty straight forward.
Downside: Besides for the Boots they are all pretty priced items.
How i evade this: whenever i recall i buy a part of the next upgrade i want, or the upgrade itself if i can afford it.. this way Yi still gets stronger everytime i recall and i don't waste any money.

So far the only thing that kills Yi is when stunned/slowed/taunted in a gank..
Otherwise Highlander can still get you out of there :)

I use my Yi as an assasin basically.. downside of my play is i do really rely on my abilities!! So when Silenced or stunned just when u activate ur abilities or spells can really mess things up :x
At the start to slay an enemy i simply must combine Wuju Style, Highlander and Exhaust to take down the opponent.. But after a few kills u'll have enough money for Tiamat..
From that point on opponents start dropping like flies as long as you use your abilities right, and call the situation right..

FYI: I only use my alpha strike to close a gap if an opponent seems like's he's getting away, or for sniping one.