Begin with Boots + 3 or 4 Pots (depending on the Level 1 play) against most matchups that do not flat out own you in terms of physical damage.

This is almost always a safe start.

I'll typically grab a few doran's blades after early laning ends due to the incredible stats and efficiency that they provide. They allow me to make those aggressive plays on my opponent that so swiftly define Lee Sin's playstyle although I will sell them as the game begins to stagnate and my item slots fill up.

Second Item is usually going to be a Phage or a Hex Drinker. I will buy Phage against most melee opponents as landing a Phage Proc can easily net you a kill in lane or in skirmishes, and as it is such an efficient item gold wise, it is never a wasted purchase.

If I am against heavy magical damage then I will tie in a Hexdrinker into my build (such as against a Vlad/Kennen/Rumble) or Double AP which will allow me to trololol away from any plays attempted by them (as you will always have Hexdrinker shield+ Safeguard to prevent you from dying) and facilitates aggressive plays onto your enemy (even at low health values when they would never expect it!).

Brutalizer is an efficient item that gives Lee Sin AD+Armor Pen+ CDR, all stats that do not go to waste on him and help snowball lanes that normally would only be little balls of ice.

Many people will sometimes look upon my builds with a quizzical look and scoff at my Youmuu's Ghostblades, Bilgewater Cutlass', or even Infinity Edge's. However, fear not my friendly summoner, these items are infact incredibly viable on Lee Sin and allow him to snowball so hard that he would be able to take on all of Noxus in a 1 v (Population of Noxus).

Bilgewater Cutlass is probably one of the most overlooked items in the game and with how easy it is for Lee Sin to gap close on an enemy, activating this cripple 50% 3 second slow + 150 Damage nuke on your lane opponent almost always spells certain death. It can get so silly to the point that your lane opponent will have to admit his match incredibly early into the game, trudge off into his own jungle, and tell his jungler that "No DUDE, YOU F**** GO LANE AGAINST HIM".

Youmuu's Ghostblade is another fun little item that has an incredibly powerful activation and builds off of the Brutalizer, one of the most common mid game purchases for Lee Sin. There's nothing more satisfying than finding an enemy champion, unleashing your full combo while having Ghostblade activated, and watching them type in all chat "WHO BUILDS GHOSTBLADE.. ON LEE SIN!?!? @lolDyrus ;) .

Wards are the most important item to buy on Lee Sin, as they allow you to make flashy plays/escapes/cool stuff that you dream about doing and will easily come to you with practice. One of the defining features of Lee Sin is that he is able to W jump to wards and allied champions/creeps, so you will be able to make flashy plays such as jumping into baron pit, stealing it, or nabbing a kill, and happily jumping out by placing a ward over the ledge. The possibilities are literally endless. Another example would be to ward in the middle of your lane towards your turret instead of in the river, so that when the enemy jungler comes, even if you had no idea they would be there, you can simply jump to your ward that is near your turret and escape any and all ganks. If you want to be really safe you would buy 2 wards and ward your river for the jungler anyway, but if you can successfully pull these plays off, you will waste everyone's time. This is especially effective against an enemy jungler that has an early oracle as well, as they would never suspect to check the middle of the lane for wards! Pretty smart huh?!? :D I kid I kid. 

But seriously. Buy those wards. Or I will find you.

Upgrade your boots to whatever, whenever, it doesn't really matter that much but i'll typically transition into mercury threads, regardless of what I bought earlier in the game to perhaps help me out in lane. 

Above I have listed some typical end game item choices that are all incredibly viable on Lee Sin depending on the enemy team composition. In general, I tend to go for the more offensive oriented builds, such as BT, IE, and Youmuu's with a GA thrown in for survivability and a Last Whisper if the game goes too late and the enemy team starts stacking armor. I'll also throw in a negatron midgame to not get chunked my casters as Lee already gains a decent innate amount of armor from his W reactivation.