I build Wukong tanky dps. I like to build him a health tank as his passive helps with magic resist and armor, (just like the masteries and runes).
The build is based around the Warmog's Armour, Sheen and Atma's Impaler.

Masteries are tanky, this is what Redmercy said he would have taken if he was going to play Wukong again. I feel it just fits him very well and it really adds to his earlygame in lane.

Summoner spells:
Exhaust helps take carries like Katarina, Tryndamere and other champions out of the game. It also helps alot for earlygame kills, as you are a very good chaser with Nimbus Strike and Exhaust. Flash is selfexplanatory, you can use it to Flash in while you are spinning, or flash away from dangerous situations.

This is done in some different matters. Some people like to get another rank of Q early. But i don't really see that much burst damage in it over the E so i just take it for the extra hit when harrasing. Decoy at lvl 3 is for harrasing with E-Normal Hit-Q-W.

Dorans Blade:
This item is not neccesary, you can take boots or whatever else you would like, i just like it for the extra damage. And the (tiny) ammount of lifesteal.

Mercurys threads:
A very neccesary item for Wukong, as he is a initiator champion when build like this. This bassicly makes you get stunned for a shorter duration, and ofc take less magic damage due to the magic resistance gain.

Sheen:
This is all your earlygame damage before you get the Atma's impaler, this gives you plenty of burst in the earlygame, and also increases your lategame damage alot. Try to use it as much as possible by spacing out your spells by a few seconds.

Warmog's Armor:
This makes you very tanky, this is when you can start taking some real punishment without really feeling it too much. Not much to say about this item, just a good item to get for Wukong.

Atma's Impaler:
This is what completes the first part of the build, which is the tanky part. This makes you damage alot, but still gives the defensive stats and critical chance. After this you can get other items like the Infinity Edge, and the Phantom Dancer. You can also decide to get more tanky items if you want to. A quicksilver sash is recommended if they have a fed AP champion.

Wukongs earlygame is very aggresive, you should always be up there to harass the enemy champions. After level 3 you get really good at dealing damage and avoiding to take it. So i suggest you jumping in with Nimbus Strike, hitting them once, then using Crushing Blow and ofc Decoying away. This makes you really good against other melee characters. Otherwise you should just focus on lasthitting and trying to deny EXP for the enemy champions.

Wukong isn't a champion killing champion. He needs minion kills, i would say you have to farm minions until you get your Atma's impaler or atleast your Warmog's armor. But still participate in as many teamfights as possible as your Ultimate does alot of AOE damage and changes teamfights with the knockup.

When initiating teamfights with Wukong, you have to jump in with E then use Decoy and let them unleash all their burst on your clone, and then you can use your Q and your ultimate. This makes alot of people waste their Single Target burst on your clone.