For all those who do not know, aside from being a powerful jungler. Hecarim can also be played as a tanky toplane.
The way I build him bases on his high sustain Spirit of Dread. With this he can trade and come on top in most trades.
Also his high mobility opens a lot of opportunities for roam and aided ganks with the jungler.

Hecarim is a snowball champion, and is extremely dominant in lane, ones he's gotten farm or kills.
With the spamability of his Rampage and the sustain in his Spirit of Dread, he has the ability to shove and zone the enemy toplaner from the exp range.
If Hecarim manages to get couple of kills in the toplane, he can often snowball the whole game in to his favor with his gamebreaking ultimate Onslaught of Shadows.

You usually want Hecarim top to avoiding major trades and just try to farm as much as you can. At lv 1, try to harass the enemy with the range on your Rampage. This should be fairly easy ones you learn the range on it, by muscle memory. The second you hit lv 2, you usually have an sustain advantage in trades with your Spirit of Dread, this also makes you highly resistant to ranged harass.
Your main objective in lane before you have your items is to avoid major confrontations. Despite his excellent sustain in the lane, he has some major mana costs and can't keep up any frequent damage exchanges.

His lategame revolves around his phenomenal initiation skills and damage. Hi is greatly dependent on his teammates, but not as much as Amumu or Malphite would be. However the payoff from having a higher damage than other initiating tanks, comes the fact that his utility is centered around mastery and execution of his ultimate.

I use Greater Quintessence of Movement Speed on Hecarim, due to his passive Warpath. It also gives him greater chase possibilities and roam.

Greater Mark of Desolation increase the damage on his Rampage and his Devastating Charge, also his scaling isn't good enough to justify the usage of Greater Mark of Attack Damage

Greater Seal of Armor and Greater Glyph of Scaling Magic Resist should be fairly self explanatory.

Hecarim has to go 21 to defence. As an initiating tank you need to stay alive as long as possible. Also Enlightenment provided by the defense tree helps with the fairly long cooldown of your Onslaught of Shadows.

From there I'd suggest taking Meditation and 2 remaining points in Swiftness from the utility tree, to help with your sustain in the early game and the movement speed goes great with your passive.

There's a slight choise between the Enlightenment and the 3% movement speed above 70% on Initiator . Still often times Enlightenment proves to be better in the long term.

Early game with Hecarim is a farmfest, to supplement that Philosopher's Stone and Heart of Gold help alot. They both also build in the extremely useful items on Hecarim. Shurelya's Battlesong and Randuin's Omen.
Trinity Force is also a solid buy on Hecarim, if you are ahead or farmed. It gives you loads of good stats, including Movement speed and HP.
If you are falling behind Spirit Visage is also a solid buy on him. It increases the heal on your Spirit of Dread greatly and is a cheap item.
If your jungler isn't picking up Frozen Heart, it's also massively helpful on you. It gives you loads of armor and CDR, both will help you when you dive on to their backline. From there you have open options on what you want to build. I find Hexdrinker on to Maw on Malmortius to be helpful in countering the burst from Ap mages and Guardian Angel to keep me in the fight longer.

There's a slight variation on what people level on Hecarim first.
You have to ask yourself what you want to do in your lane. Maxing Rampage gives you damage and wave clear. Where and maxing Spirit of Dread gives you sustain and slightly weaker wave clearing potential.

Your Devastating Charge being your gap closer and utility, it should be left last in the priority.

(always put points in your ultimate, jackass.)

I like to roll Ignite and Ghost on Hecarim. Ignite gives you kill potential in lane and Ghost supplements your passive Warpath in a great way.

You can also try running Exhaust instead of Ignite if you want more control.
Flash is not needed on Hecarim, for he has great escapes build in to him. His Devastating Charge and his ultimate are both great for avoiding ganks in the laning phase and initiating a fight.

Pros

Great Initiation
Good sustain
Shoving
Roaming and ganking

Cons

Poor earlygame trading
High manacosts
Team reliant