There are plenty of Gangplank guides. The basic strategy is to get Sheen (since it activates and then applies to the hit), then Infinity Edge and other big +damage and +crit items to make Parrrley hit as hard as possible.

Most people either start with

Meki -> Phil stone
Sheen

or
meki -> Phil stone
Avarice blades x2.

Infinity edge is a MUST HAVE.

Other good items are Bloodthirster, maybe starks, Phantom dancer if the game drags on long enough.

Heat n Serve's build works pretty well. You get Haunting Guise, Sorcerer's Shoes, Sheen, Edge, then Trinity Force. If the game still hasn't ended, buy all three Elixirs and dominate.