Chang'e - Immortal

Magical Power : 632 (735 with stacks) (867 with stacks and damage buff)
Penetration : 10
Physical Protections : 95
Magical Protections : 30
Health : 2275 (2575 with stacks)
HP5 : 15
Movement spd : 454
Mana : 1675 (2425 with stacks)
Mp5 : 64

Crescent Moon Dance
Chang'e flings a crescent moon that hits all units in it's arc, dealing damage to all enemies in it's path.
Damage : 80/120/160/200/240 (+60% of your magical power)
Cooldown : 5s

This is her main damage dealer. It's what you want to poke your enemies and clear minion waves with, also, it's what you want to level faster than anything else (see skill sequence).
Moonlit Waltz
Chang'e performs an evasive spin dance, unable to be hit for 1s. For each tick of damage from a ability that was avoided, Chang'e restores mana to herself and her allies.
Mana restored : 20/30/40/50/60 (per tick avoided)
Cooldown : 20/18/16/14/12s

She is also immune/cleanses some, if not, all cc. It's a bit hard to time though as it doesn't work like Greater Purification. If Xing Tian were to ult Chang'e, she wouldn't be able to use this skill to escape his ult as you would with Greater Purification. But if Neith, Nox, or Artemis were to root her in place, she would be able to use it to get out. This skill works wonders against Hades' ult. You don't even have to buy beads unless he's getting you while it's on cooldown.
You're gonna want to level this skill LAST. I mean level it once because you're definitely going to need it, but finish leveling the rest of it last because the only thing that happens when you level it up is more mana restored per tick and cooldown.
The main purpose it serves is escaping cc and blocking large amounts of damage from ults.
Moonflower Dance
Chang'e twirls, scattering flowers around her which heal herself and all nearby allies while damaging nearby enemies. Her Moonflower Dance also reduces the healing of all nearby enemies.
Heal : 40/60/80/100/120 (+30% of your magical power)
Damage : 50/75/100/125/150 (+30% of your magical power)
Healing reduction : 50%

A lot of people seem to think if you build ONLY items with 100+ magical power, that her heals will be insane.. since 30% of her magical power will be added to her heals. While understandable, you don't want to build JUST power (I'll explain why later). You'll want to build Rod Of Asclepius and Lotus Crown to maximize your healing and minimize the amount of dmg you and your allies take. This is also good for countering other gods with healing abilities (ex. Hel) as it reduces their healing by 50%.. which is a lot.
Waxing Moon
Chang'e's Waxing Moon dance is captivating, with this dance dealing damage and stunning enemy gods in front of her. Each subsequent god that is stunned is stunned for longer than the previous one.
Damage : 160/235/310/385/460 (+70% of your magical power)
Stun : 1s + 1s for each god already stunned
Cooldown : 90s

This is Chang'e's initiator. You start by stunning your enemies with this skill then follow up with your 1 and 3. Then use your 2 to safely escape any retaliation. You usually wanna stun at least 2 enemies. The first one you're gonna wanna stun is the tank, the second one (squishy) is going to be stunned for 2s and that's usually going to be the person you wanna target. You'll have more than enough time to follow up with enough damage before they escape.
PASSIVE
Chang'e can purchase or sell items from anywhere and her Jade Rabbit companion will fetch them. When the Rabbit reaches the store then returns, the transaction completes. Only one item can be purchased or sold in this way at a time. Chang'e also gains +25% movement speed with no backpedal penalty when using her dances.
Dance Move Speed: +25%

Chang'e's passive allows her to buy items from anywhere on the map. You don't have to back to fountain to buy or sell items. So you can technically sit at tower and defend it all day, only leaving for buffs or ganks.
You should definitely utilize this passive and NOT back everytime you want to buy an item.
But don't be afraid to back when you have really low health and or mana, at that point it's just dangerous. So know when and and when not to back.
She also gains 25% movement speed with no backpedal penalty when using her dances, so you can spam them as you're running away if you're being chased.

Vampiric Shroud
-20 Magical power
-100 Health
-5 MP5
PASSIVE - Killing an enemy restores 10 health and mana

Vampiric Shroud is the perfect starting item for any mage. Chang'e, especially, needs an item like this early game. As Chang'e, you're going to constantly be healing your allies, clearing minion waves, poking enemies. It's convenient that kills restore some mana and health to you as it adds to your sustain. Though it becomes very useless late game so be sure to sell it (once sustain/mana isn't an issue) for the gold to buy a better item.
Lost Artifact
-15 Magical Power
-5 MP5

Lost Artifact is the tier 1 item for Rod Of Tahuti, which you will be building mid to late game. The main reason you want this item as a starter is because of the MP5. Again, it's one of those items that's going to add to your sustain, which is a very important part of playing Chang'e.
Mana Potion
Consumable that heals 150 mana over 25 seconds

You're gonna wanna buy two mana potions to finish off your starting build. This helps Chang'e stay in the battle by the time her ult is up. You will have your 4,1,3,2 combo ready and easily get a kill.

Shoes of the Magi
+45 Magical Power
+18% Movement Speed
+10 Magical Penetration

It really just comes down to preference. I personally would rather have the extra damage and penetration than cooldown and mana. I'd rather get the absolute most out of my ult and damage rather than ult more often.. if that makes sense. Cooldown has never really been a thing I felt was absolutely necessary.
Warlock's Sash
+50 Magical Power
+300 Health
+400 Mana
PASSIVE - You permanently gain +3 Health and +.6 Magical Power per stack, and receive 5 stacks for a god kill and 1 stack per minion kill. (max. 100 stacks)
(Banned in Assault)

Warlock's Sash actually gives you 110 magical power and 600 health, as well as the 400 mana at max stacks. So it's going to help you dish out tons of damage as well as having enough health to fall back on. It's a must have for all mages, in my opinion. Try to build it early though, cause 100 stacks is a lot and it will take a little while to reach max stacks.
Book Of Thoth
+100 Magical Power
+125 Mana
+15 MP5
PASSIVE - You permanently gain 10 mana per stack, and receive 5 stacks for a god kill and 1 stack for a minion kill (max 75 stacks). Additionally 3% of your mana is converted into magical power.
(Banned in assault)

Chang'e really doesn't NEED Book Of Thoth that much because of the other items in this build that give you plenty of mana and mp5. But it does help her stay in lane like.. forever and gives her the damage that she needs.
The reason she doesn't really need it is because it's mostly just for mana.. that's really the only reason you'd wanna get Book Of Thoth other than the amazing amount of power it gives you.
That being said, you can get rid of Book Of Thoth for counterbuilding purposes.
(see counterbuilding chapter)
Lotus Crown
+60 Magical Power
+30 Physical Protection
+20 MP5
PASSIVE - Any god affected by your heals gains +20 Physical Protection and +20 Magical Protection for 5 seconds. Cannot activate on the same target again for 10s.

This is really good in team fights. It makes you that much more tanky and helps your squishy teammates survive as well as making your tank that much more tankier. I saved a lot of allies with this passive.
Also the 30 physical protections? Just a bonus helping you tank some damage especially from those physical gods trying to focus you. Loki, for example. We all know how annoying he can be.
20 MP5 really helps Chang'e's sustain since she's constantly healing her teammates..
It even gives her a decent amount of magical power. I really don't know how you could go wrong with this item.. unless you're fighting a full team of magicals.
Rod Of Asclepius
+75 Magical Power
+200 Health
+10% Movement Speed
AURA - The healing and health regeneration of allies within 70 feet is increased by 15%.

This item is always necessary. It makes your heals SO much better. Your heals are going to suck until you get this item.
It even gives you some health to fall back on, making you a little bit less squishy and the 10% movement spd really helps Chang'e out because she isn't the most mobile god in the fact she has no dashes or leaps. It helps her escape hairy situations.
Rod Of Tahuti
+125 Magical Power
+15 MP5
PASSIVE - Increases magical power by 25%.

This is a must have for all mages. It gives you SO MUCH power and on top of that, increases it by an additional 25%. The 15 MP5 also allows you to spam those abilities without worrying that much about mana consumption.
Although this isn't necessary until late game. This should probably be the last item you get.. cause the others will help you more with other important things such as health, sustain, and mana.

Greater Purification
Using this item removes crowd control effects and makes you immune to new ones for 3s. This also reduces all god cooldowns by 3 seconds
Cooldown - 90s

This one is kind of a no-brainer. Don't hesitate to get it even if you're Chang'e. Sometimes you won't have time to activate Moonlit Waltz or it will be on cooldown. It really isn't needed if the enemy team doesn't have a lot of CC.
Heavenly Agility
Using this item buffs all allies ground speed by 40% in a 70 foot radius for 5 seconds and makes them immune to slows. Their healing is also increased by 25% for the duration. Cooldown - 90s.

This is for escaping as well as using it in team battles. It increases your healing by SO much.
Shell of Absorption
Using this item gives the owner and his allies a +45 protections buff for 5 seconds. Also, all damage taken is reduced by 15%. Cooldown - 90s.

This item was made for team battles. Why not make your entire team tanky?
Combat Blink
Using this item will allow you to teleport short distances instantly, even when in combat. Unable to be used while crippled. Cooldown - 180s.

This is for getting out of scary situations. Fast. Like if you get caught in Odin's ult. But wow does the cooldown on it suck.
Greater Aegis
Using this item makes you invulnerable to damage for 2s, preventing you from taking action. After the invulnerability fades, you gain a 20% damage reduction buff for 4s. Can not be used while under the effects of crowd-control.
Cooldown - 120s.

For avoiding large amounts of damage. After the 2s, you can use your Moonlit Waltz for an extra 1s of invulnerability.

Physical gods
From this build, replace Book Of Thoth with one of these items.Breastplate of Valor
+75 Physical Protection
+300 Mana
+25% Cooldown Reduction

This is a really good item if you're having trouble with physical gods. Keep Lotus Crown and replace Book Of Thoth with this. You'll have no trouble with that Thanatos or Loki ever again. Also.. huge cooldown reduction. You'll be able to heal, ult, and moonlit waltz more often.

Magical gods
From this build, replace Book Of Thoth and or Lotus Crown.Stone Of Gaia
+100 Health
+70 Magical Protection
+25 HP5
+10 MP5
PASSIVE - Regenerate 2% of your maximum health every 5 seconds.

If you're having problems with any magical gods or most of the enemy team is magical.. do not hesitate to get this item, even early game. It helps so much with sustain and offers the most magical protections than any other item. Not only will you tank all the damage, but you will never have to back (especially since you're Chang'e) because of the insane HP5 and MP5 that you will have. If you're up against a full team of magicals, you might as well build this instead of Lotus Crown. I always get this item when fighting an annoying Poseidon, Kukulkan, or Ah Puch.

If you have problems with Crowd Control (which you shouldn't), you should already have Greater Purification. I really don't recommend Magi's Blessing on Chang'e, but if you're having that much trouble, then it's definitely worth replacing Book Of Thoth with.

(pros/cons of this specific build)

Pros

-Decent health and protections for a mage.

-You get a decent amount of magical power from every single item in this build, so you're not lacking damage at all. Especially if you have Warlock's Sash, Rod Of Tahuti, and Book Of Thoth.

-Good for team battles and team support.

-That extra 10% movement spd from Rod Of Asclepius really helps out against players trying to chase and kill you.

-You will never be CCd.

-You know when you're playing a squishy god and you keep getting "1 hit"? That doesn't happen with this build. Enemy gods actually have to focus you and manage to get you with multiple CC and ults before you die or escape.

-You'll win almost every 1v1 with a squishy god as long as you have your ult up.

-Very mobile (in the sense that you run fast).

Cons

-Chang'e has no leaps or dashes. All she has is her movement spd. So, sometimes escaping enemies can be a little difficult, especially if your 2 (moonlit waltz) is on cooldown or if you're out of mana. I have a lot of problems with odin's ult until I build combat blink.. and even after that, he still gets me because of the terrible cooldown.

-That's another thing.. no cooldown in this build. You could always replace Book Of Thoth with Chronos' Pendant and get the cooldown boots instead of the damage ones though you'll be sacrificing a lot of the damage you need to rek your enemies.

-Chang'e isn't really a tank. In fact she's still very squishy.. but not nearly as squishy as other squishies. Again, if you're getting focused and their damage is a problem, see counterbuilding chapter.

-Chang'e is very mana-hungry (like all mages) earlygame, so make sure the grab a mana buff at the beginning of the game.

~Hoped you liked my guide. It was my first one. :D~