Just a disclaimer. This guide is meant to be easy to understand and for you to quickly grasp Vex's concepts. There is more in depth explaning on how to play her in lane, mid game, and late game. I do, however, address everything necessary, someone who has a good understanding of midlane fundamentals should be able to fill in the gaps themselves. Take note that *there are multiple ways to play league of legends* there will be guides telling you exactly what to do, and exactly how to play using the specific build and runes, and while that may work. *It is not the only correct/viable way.*
This build/runes opts in for the *maximum amount of damage* with some utility involved, which is what i think is the best way to play vex. Some, rather opt for more sustain, quicker health regen ie biscuit delivery, more escape like phase rush, or they might opt for presence of mind to make up for careless mana usage. You see my point. I hope this guide helps you learn Vex, I will be updating it, and fine tuning the viable options as i come across more and more strategic item variants.

Strengths
-Consistent CC (Especially Early Game)
-Team Fight Initiating
-Easy Early Game Roaming
-High/Consistent Burst Damage
-Long Range
-Can Cancel Dashes

Weaknesses
-Lack of Sustain
-No Escape
-Low Defense
-Skill Shot Dependent
-CC is locked to passive

Goals
-Quality Early Game Trades with Laner
-Consistent Early Game Roaming/making an impact early on (post level 6)
-Tracking the enemy jungler to make it easier to push up wave and/or roam
-Buy consistent Control Wards on backs and placing them deep in enemy jungle
-Playing one side (bot or top side) and trying to secure as many of the OBJs on that side as possible
-Minimize Deaths while hitting as much CC as possible in Team fights

It's also viable to go Dark Harvest or Arcane Comet, however, after testing ive found that electrocute provides the most value especially in the early game. Most people go biscuit delivery and time warp tonic secondary to synergize with corrupting pot start, but its not necessary. If you are able to wait for the full effect of the corrupting pots, you can get way more value out of absolute focus and gathering storm both late and early game. With all of these rune options together and the correct player, you can make for an extremely high amount of burst damage.

Remember, Eyeball collection at max stats + late game absolute focus and gathering storm is an extra 130* AP! Ultimate Hunter will drastically reduce R CD, and Cheap Shot adds extra true damage. This combo'd with Pen items from the build can be devastating on Vex.

Luden's Echo is the most effective item on Vex all around, if you dont know what to go go Ludens. But in situations where the enemy team consists of mostly close range champions, Everfrost can prove to be even more useful. And Liandrys can help with anti-heal because of its ticking and anti tank for max health damage, DONT go liandrys just because you feel like its stronger than Ludens, if the enemy team has only base MR, Ludens + Sorcs + Void staff will basically deal true damage. For a while i tested Crown of the Shattered Queen on Vex but decided there are simply better options, the CD on Crown is simply too high. And against smarter players they can proc it easily. Its only effective on burst melee champions like zed. Zhonyas is almost always a must on vex because it allows for some time for your Fear to come back if you position yourself poorly.

As a Vex player, you should see yourself as a Control Mage with *a lot* of burst damage. Early game, you should be able to take trades when the enemy laner is going for a last hit, auto- E- auto to fear and proc electrocute Levels 1-2. If you don't feel much pressure from the jungler its optimal to push up the lane. Thats only if you know that you can get away from a gank, note that if your fear is down and you have the wave pushed up under the enemy tower you are at your most vulnerable. Don't trade with your fear if the enemy is a close range champion like a katarina, hold it for when she ults and then fear her out of her ultimate. Vex specializes in almost all close range match ups because of how much control she has over the wave, and how punishing it is for someone to all in Vex at the wrong time. Once level 6 hits, if you can push up the wave safely, its best to do so and roam to a side lane you feel has the most potential for a kill. If you don't see any potential, do not waste tower plating or tempo gained, if there are no opportunities, simply reset, or stay for the next wave.

Now in the mid game, assuming that everyone is at an even state, you dont have much survivability in team fights. If you get CC'd your pretty much dead. The goal in teamfighting is to stay at a distance when your fear is down. But with the fear being up Vex has one of the strongest teamfight initiating kits, being able to R in and W fear most, if not the entire team. When this is done, its best to attempt to exit the enemy teams range and allow your team to peel. This is why Vex synergizes so well with peeling comps, high defense stats and a lot of CC combo really well for strong team fight damage. The longer the fight goes on, the more Q's you can throw out, the more of your passive you can proc, and the more your fears come up.