The minute I saw Nocturne I knew I wanted to play him. My friends and I always made jokes about how we wanted the character from MarbleHornets, "Slenderman", to be in LoL, this was like a dream come true. I barely could wait and then I realized, I was going to play him at PAX East the weekend before he came out. There I absolutely fell in love with him (in a non-homosexual way). So to sum it up, I <3 Nocutrne.
P.S. This is my first build so sorry if it's not up to par.

Duskbringer:
Duskbringer is a skill shot "nuke" that scales off of attack damage. It leaves a trail of darkness behind it that if you are on it, you gain speed and attack damage, which increases when you level it up. In addition, if it hits an enemy champion, the champion leaves a trail of darkness behind them for a short time.

Shroud of Darkness:
Nocturne falls into the shadows and creates a shield around himself that blocks one spell for a short time. Passively, it increases your attack speed, as you level up it gives more. Actively it blocks one spell, if you succeed in blocking a spell, your attack speed bonus doubles.

Unspeakable Horror:
Unspeakable Horror puts a small DoT on his enemy and if the enemy stays in range for the duration the enemy is feared for 1.25 seconds. This works in great synergy with Duskbringer. First you use Duskbringer to run up to them, make sure you hit them obviously, then use Unspeakable Horror and trail behind the with the darkness trail left by Duskbringer to fear, the simply auto-attack.

Paranoia (Ultimate):
Nocturne causes the enemy fog of war to close in and their screen to turn red. It cuts off all enemy vision from allies, wards, turrets and minions. You can then use it again to leap to and enemy within a certain range and deals physical damage.

Umbra Blades (Passive):
Every 10 seconds cuts around him in a circle dealing 120% of his attack damage in physical damage and heals himself depending on how many enemies hits.

Ghost:
Nocturne doesn't really have a very good escape method so this combined with Duskbringer can get you away quickly without dying or taking a lot of damage. Can be replaced by Flash.
Exhaust:
Used to completely cripple your opponent, I like it but it could be replaced with ignite if your not getting those kills where they escape with 2 HP, or if your against a Mundo.

Attack Speed marks for more DPS early game.

Mana Regen/5 Seals because I find I run out of mana quite a bit (thinking about replacing these with flat MP5 seals)

CDR Glyphs for late game cooldown.

Armor Pen. Quints for more damage against those tanky types.

Standard 21-0-9. I take ghost to make those clutch escapes and the exhaust mastery also. I take the AS mastery to do even more DPS late game.

Rushing The Brutalizer is always good because you get CDR and AD, which you need. Next you need Catalyst the Protector. You're going to need the mana and health it gives you when you level up. After that you should get sheen so comboing is a lot easier. Then 'zerkers Greaves or if they have a lot of CC then Merc Treads. After that start finishing items and buying those powerful game making items like The Bloodthirster and Infinity Edge.

IF YOU ARE CONFIDENT EARLY GAME:
Get Sword of the Occult and start raeping faces ;)

Early Game:
Levels 1-6 you are VERY squishy, if you solo mid, try to line up 2-3 minions with your Q and get last hits on them, you are also very mana hungry so don't harass too much. Whenever you can get blue buff, if you seem to be having trouble you can get Vampiric Sceptor early or just buy some Health Potions
Mid-Game:
Once you get your ulti, go for a gank, if no one is pushed up then wait a bit, but as soon as you see a lane being pushed by the enemy team, ping the target and go in. Do this whenever possible. If you have sword of the Occult, its pretty much GG and you can go for some of the bigger items earlier. Again, blue buff is still helpful, and should be a piece of cake, as well as red buff.
Late Game:
You are not as much of a playmaker in the Team Fight phase, just fear the DPS, kill them, if you have enough health then try for another, if not stay in the back.

Once you get sheen, it's time to FSU. Because sheen procs your ulti, ulti and attack once or twice. When they notice what's going on and start running away, Q then E to keep them in and they should be dead in no time. Using your E right when you hit him with yourr ulti also works very well. Be sure to only do this when they are alone.

What you want to do in a Team Fight is stay behind until they initiate, DO NOT INITIATE WITH YOUR ULTI, as soon as that happens you want to fear the DPS and then if they start to get away, ulti to catch up, exhaust and then kill them.

So I guess what I'm trying to say is, have fun, raep face, win. Hope this helped and if not please leave some actual feedback on it not just "LOLOLOL WHY WOULD YOU GET BANSHEE'S VEIL NOOB!!!!!!111!!!!1!one!!".