Max your 1 and 4 asap. Your 1 is a buff to your auto attacks, your ult is a CC + 60% movement speed buff to yourself (op when chasing down targets).
I typically start with Golden Bow (for the fast camp/wave clear when needed) or Transcendence (build stacks for a large boost to phys power). Hastened Fatalis next for movement and attack speed (passive removes the movement penalty from auto attacks IF you land them). Wind Demon next (passive gives you +20% attack and move speed when you get crits). Death bringer and Malice are for the extra crit change and decent damage. Bloodforge gives great phys power, a little life steal (helps against Bull demon) and a damage shield after each player kill. Titan's bane for 33% penetration, Jotuns death for penetration + mana + cooldown (for tankier enemies).
This build works for medusa, Artemis, and Xbalanque (all I've tried so far).
I didn't make this guide to look pretty, just to put my build our there for feedback. Comment only on the build itself please.