Nidalee - AP stands for Awesomely Powerful!
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I've been playing Nidalee as my main for a while now and I really love her. She really can do whatever she wants in game due to her versatility. The main points of this build are the skill sequence and the items, so focus on those. Here is a funny video by lol9songs on Nidalee, a parody of Soulja Boy.
[Greater Mark of Insight] for increased damage with all abilities.
[Greater Seal of Vitality] for that little boost of HP.
[Greater Glyph of Force] for the scaling of ability power.
[Greater Quintessence of Potency] for the starting ability power.
Something to note is that you should use any extra money you have on about 1-2 health pots and wards.
Now from this point on it gets difficult. If you haven't won yet, you should see what you need. Magic resist? Armor? Magic penetration? If you aren't sure, stick to the build I listed. It is what I usually end up doing. But if you need defenses badly, get those first. Note: Every time a Blasting Wand shows up in my item build, you can build into any of the items that follow a Blasting Wand. I put it there because just about every item Nidalee likes uses one, and if you get it first, you can upgrade it into what is needed on the battlefield.
I recently went back to using Guinsoo's Rageblade for solo lane and sometimes mid lane due to the attack speed which helps secure minion kills, harass, and destroy towers, all while keeping ability power up. However if you are bottom lane as suport, you may not want this item.
Next I usually get void staff so I can penetrate the enemy's magic resists better. Chances are by now, they all "Fear the Spear" and therefore stacked magic resist to protect themselves from the nukes. This item helps the game end. If it still isn't over, get the next item.
Lich Bane is awesome, and it comes with magic resist as well as AP and a cool ability. This item is good to get soon if your enemy team has many ability power champions that are hurting you. Abyssal Scepter is a better to get then Lich Bane if their AP champions are fed and/or nukers.
Rylai's Crystal Scepter, perfect for those annoying enemy champions that love to run away from you. In cat form, you pounce to catch people, and if you hit them, they are slowed. Rinse and repeat and that's a dead champ. The health bonus also helps you live longer into late game team fights.