The reasons for the dorans shield is because you want a possible first blood or to be able to hold your lane for a good amount time given the price of it and the regen it gives.
when you "B" for the first time Grab boots and 3x health potions and a ward if you feel it is needed.
after you have enough gold "B" and go grab your zeal or merc's if they have have alot of "CC"
It is Important that you rush Tri-Force this item is MADE for wukong probably the item that works best for him. Trust me I've played over 200+ games of wukong.
Grab a banshee's its saved me more then the times I've played Wukong ("0").
You want to build Wukong Tanky with the force of nature and tornmail you will be able to take ANYONE 1V1.

Strong burst damage
AD carry
Tanky without buying tanky items (Stone Skin)
Able to escape the most dire situations with Decoy and Stone Skin (passive)
Very fun to play!

Cons:
Unable to do anything if focused with cc(as with most champions.)
No escape techniques if Decoy and Cyclone are in Cooldown
Gets ksed alot(not much of a good finisher "ignite if you want to ks just saying...")

You see alot of Wukongs die because they rush in with there E and then get heavy stuned and "cc" to death because most people build straight up DPS. With this build You can Take and Dish out Alot of Damage. Remember you want your teams Tank to go in first. DO NOT RUSH IN FIRST. you want all that cc on your tank NEVER you. you are a OFF-TANK but as such do not take on the job as it if not needed.

Laning: Wukong is somewhat item dependent so you will need to farm you can either last hit with your basics and go in with your E, You can also harass with it as well.
Juking: Easy with Wukong. Go into a bush and Decoy out. Or E onto one of their furthest minions to gain some range.
Teamfight: E>Q>R>W.(COMBO).