I'm experimenting with several builds right now. I'm still in the minileague, so I can afford it.
I take Flash and Clarity. Mana is not an issue very often.
I usually go like this;
1. Crystalline Flask + 4 Wards
2. Sightstone
3. Kage's lucky pick
4. Boots of Speed
5. Tear of the Goddess
6. Boots of Mobility + Alacrity
From there, go with optionals (especially CDR) and upgrades.
Why I'm not pushing Shurelya, is mostly the cost of the entire thing, versus the actual benefit. It depends on the early lane phase. If we get a streak of near-kills, I might consider it, but considering that the cost of building it early, is counter productive to your mid-game makes me hesitate to pick it up at all.
The total cost is 2100.
Assuming both builds start with;
Crystalline Flask + 4 Wards
That means that;
- I can ward almost continuesly (Sightstone 700g). Someone that took phil stone (700g) can't.
- My GP10 income lasts into and beyond 20 minutes with Kage's (700 + 765 = 1465). The moment you upgrade to Surelya, you lose that benefit. If you rush it, you won't gain back the ~300g investment on just the gp10, nor go beyond it.
- Let's assume we pick up boots of speed at the same time, so ignore that cost.
- I expand my mana throughout the game, which works great in synergy with Clarity, with Tear (700g).
Congratulations, you just upgraded your items to Shur. You now have a -10% CD, but no mana to spend it on. You have additional speed to push into enemy territory, but have no map control (no wards), so you effectively push yourself to death and you need mana more than hp, due to the fact that you can use your W at any given time to heal up yourself or your lane partner.
Shur is definitely a worthy pick, but I doubt it's the right choice to push it early. I guess it depends whether you play kill-lane or focus on CS, but not having wards or enough mana could be a real gamebreaker. Midgame, with all the teamfights, yes, it's a worthy investment. So picking up phil stone after Tear might be a good plan. That way you prepare it for when the teamfights actually start.
Edit: Let me just clarify that I'm picking up Tear primarily to experiment with the final version of muramana, since Nami supposedly is a more offensive support and I wanted to see how Q + autoattack harassment would work on her. I'm not conclusive on it yet, but has helped me in a few pinches against enemy carries. I'm also wondering if and how it affects W, since it should count as a single target spell. But you never know in these games 
If the above is not true, chalice might be a better choice.