Hello, I am Gronlok, and I have been a Wukong main since season 4.
http://na.op.gg/summoner/champions/userName=gronlok
I have had some serious struggles on the back end of season 5 as the meta shifted toward tanks and away from Anti-Carry champions like Wukong.

Season 6 has given me a chance to mess with new ideas for The Monkey King and I have found a build that is powerful and relatively safe.

If you are thinking why should I use Frozen Mallet well maybe this will help.
http://www.elophant.com/league-of-legends/item/frozen-mallet/stats

If you find this helpful please hit the Up-vote =]

Wukong has some interesting strengths and weaknesses.

Strengths!
Teamfighting
Gap Close
Burst Damage
Stealth
Body-Shield
%Armor Pen
Free Attack Speed
Auto-Reset
Tanky Passive

Weaknesses
All-in nature
Item reliant
No early CC
True-sight

Wukong's passive gives us free resistances, and purchasing health complements those resistances.
Wukong needs a healthy dose of damage because with that damage, he is capable of shredding opponents
CDR is an important stat on Wukong as the game goes on because you want to try to fight with your ultimate as much as possible. However, most items that have CDR are not ideal for our strategy.

Because we are an All-in champion, we want to make sure we are able to survive our dives. Our heavy reliance on items means that we must be selective with our choices in order to get the most out of our purchases.

Wukong dosen't usually receive help from the jungler because of his lack of CC, so sustaining the early lane can be important if you cannot fight your lane opponent.
Wukong often gets ganked because he is squishy early, so it is important to play smart and ward river. Make sure you know where the jungler is when you apply aggression

Tiamat + Frozen Mallet + Boots of Swiftness = 1250g + 3100g + 800g = 5150g
If you bought a second Doran's Blade for extra sustain than 5600g
This core set is able to be completed in most games before 15 minutes in a typical even game.

This build (with 2 Doran's Blades) gives you;

86 Damage
810 Health
6% Life Steal
65 Movement Speed
Slow Resistance
On-Hit 40% Slow

You have enough damage now to burst, and enough health and Life Steal to stand toe to toe with tanks as you wait for an opportunity to burst down a carry. Frozen mallet makes you LESS RELIANT ON YOUR ULTIMATE. If you catch someone alone, you are fast enough to catch them and can stick to them for the kill without having to use ult on one person, which allows you to save it for the ensuing battle.

This build is a great start, and allows you to purchase the complementing items you NEED to react to the changes in the game.

After finishing your core you have some seriously powerful options. Finishing Tiamat into Titanic or Ravenous is up to you. Generally with this brusier/assassin playstyle you should make your decision based on what your role in teamfights will be. In general Titanic will be better with this high HP build. Finish the item as you see fit, it is a decent power spike and adds some damage to your burst and sustain damage, but the item can be skipped if you have a good reason.

Are you the only one able to penetrate the back line and kill their carries?
Get Ghostblade followed by Bloodthirster and watch them evaporate.

Are you finding yourself peeling?
Get Randuins Omen or Black Cleaver for extra slows, armor shred, and much needed CDR

Are you the initiation for your team?
Finish Titanic, Get Black Cleaver, and pick up some extra resistances so you survive your engagement.

In most games I find I need a mix of stats and Black Cleaver is typically the best option to pursue after core.

Good luck everyone and I hope this build brings you as much success as it has for me!