This guide is primarily for mid with swain. It's less effective in a side lane unless you are soloing. Swain's strength comes from out leveling the other team quickly and using that advantage to crush them with early ganks to farm his items quickly. Once you finish the first 2 main items and have a 2-3+ level advantage you will be practically unstoppable if played right.

Also please try it out and rate!

The primary focus of the item set up is to get swain's health pool and mana pool up into the lower end of the 3000 hp while netting swain some ability power to cause damage.

This is done quickly through the rod of ages and the rylai's. Yes the rylai's may seem redundant with swains q. However rylai's transforms crowstorm into an aoe slow, making it absurdly easy to kill and chase multiple enemies.

Once you acquire you're deathcap your victory is practically guaranteed if you've been playing intelligently and ganking properly. At that point if properly farmed you should be around level 14-16 and be able to blue buff + crowstorm tank three or more targets and probably kill them all.

The final two items of this build are up to you, I do recommend zhonya's hourglass if the other team has some melee carries, or the abyssal scepter if they have mostly ap users.
A banshee's is universally good but use with caution as you lose an entire slot for ap. With swain's ult more ap = more hp back = more effective hp and damage.

Ideally snag yourself some more ap and if necessary get some defensive items.

ITEM OF NOTE: If you are doing beyond amazing or are just confident as heck grab yourself a tear of the goddess before your rylai's. Endgame mana is a huge issue during long team fights with swain's ult. You can always turn this into about 70-100 ap to boot late game.

Quick summary: w->e->r->ignite->q. alternatively if you're not yet good with w: q->w->e->ignite->r

Early game harass is your bread and butter. Use E on any hero that gets in its range and back off while it deals its damage. Prioritize last hitting creeps to get mana back. Swain's melee attack is extremely easy to use and you can often get the entire wave of creeps if you are paying attention right after you harass the opposing hero.

Once you have nevermore take potshots at the enemy hero, always try to outwit them, drop nevermore in front of them when they're running up with a creep wave, hit them with torment and crow back to back and autoattack them. Back off as soon as nevermore is about to break.
Be careful doing this to high damage ranged carries, instead nevermore them, pop them with torment and crow and back off immediately.

If the enemy is dumb enough to be hanging around with 40-50% hp hit them with a nevermore -> e->ignite->crow and melee for all your worth. They'll drop unless they've got MR or invested in hp.

Things get fun once you hit level 6. If you're a little low on health tap a few creeps with it to quickly regen back up to full and gain some cash while your at it.

At this point you can successfully w->e->r->ignite->q a low hp champ such as veigar/mf/tristana/corki and kill them from 80-90% hp. If they're a bit tankier than normal, experiment with torment harass to gauge the damage you'll deal. 1 full rotation + ignite is about 6 to 7 uses of torment. So if they have 10 bars and you're dealing more than one to two with a single torment feel free to go all in once you've rooted them.

Don't be afraid to tower dive if creeps are near their tower, you can safely move in kill them and just waltz back into creep range to get more hp back. 3 creeps > 1 tower hit, with ult up.

ALWAYS, ALWAYS TRY HAVE BLUE BUFF AT ALL TIMES
Always harass your oppenent with E.
Attempt a kill at 40-50% enemy hp.
Open with nevermore as much as possible, get good with it!
Pick your fights carefully early on, if you are doing well you will have the enemy mid 2 levels below you from tower hugging in fear. Gank bot and top with impunity, pick low overall hp targets first. Your damage output until deathcap is not amazing vs tanks.

Nevermore + 1-3 sec of ult on caster wave is easy money and sometimes puts enemy champs outside xp range if you've made them scared of you(they should be!) You'll also regen most of the mana you spent if you kill all three creeps.

If you get ganked, drop a never more in front of yourself and turn on crowstorm as soon as enemy is in range often they'll root themselves trying to get to you and u can q them as you run away laughing.

I'll post endgame shots after I play some with swain, I've been experimenting with other heroes at the moment.
update: may take longer than expected I've jumped in 8 games and had someone pick swain faster than me back to back.. i can't get a full page with just swain >.>