When building him?

I just need his "basic" items from thereon I will improvize.

Also Hybrid,AP,AD or Tanky?

Do I always get Attack Speed on him?

Innervating Locket of course! jk that item was removed

I'm not that great of an Udyr, but I've seen a lot of them get Madred's Bloodrazor

Most people tend to build him tanky, as his turtle stance is great for taking damage, and his bear stance is a good tool for ganking, and stunning people in teamfights.

Shurelya's Revarie, Force of Nature, Randuins Omen, Spirit Visage, and other tanky items all fit well on him if you intend on playing him as a "tanky" champion.

He can be played a bunch of different ways. You might read up on some guides at www.leaguecraft.com to get some ideas.