Obviously I can go AP, Ad, Crit, speed, and what not, but I'm not completly what to go for.

ap is the way to go

AP has the best scaling for him; he also works best as a burst assassin due to the functioning of his ultimate so AP works well.

AP.

Rabbadon
Deathfire Grasp
Void Staff
Lich Bane
Merc Treads (but likely it's better to not even get hit by anything.) or Sorcerer Shoes
Another AP item or a warmogs for the current meta.

Have fun dishing out 1/3 of their hp with 1 wild card