I play Nidalee quite often, she's my main champion, and definitely my most favourite to play. You probably don't want need another in depth guide, so I'll try to be concise.
As mentioned Nidalee:
> is one of the more difficult champs to play.
> is slightly buggy. (most notably, the spear bug which causes you to throw yoru spear behind you after exiting cougar form.)
> can be played multiple ways. (AP, AD, hybrid. Personally, I love AP Nidalee, especially in cougar form.)
> Everyone loves to talk about the spear all day long. And of course, it is definitely one of her most powerful assets. But don't forget that cougar form, especially against someone with low HP, is also very deadly.
> Trap, trap, trap. They're useful. Even when you aren't sure they'll be needed, it's always better safe than sorry. They show for a moment the area you trap and invisible units that walk through them. But, the enemy can see your trap on their map as a little red dot if you don't trap within a bush.
> Know where your bushes are. You may not think it, but that speed boost is pretty useful.
> Nidalee is great at getting in and out. That pounce is a wonderful thing.
> If you get the rageblade, don't forget to spam your skills in cougar form. The fact that none of those skills require mana makes the rageblade a very effective way to gain AP, provided that you keep your stacks up.
> Landing that spear can be tricky, so try not to make it obvious that you're about to throw one. Also keep that range in mind, since the father the spear travels, the more damage it does.
Core Build (for AP Nid):
> Doran's Ring
> Boots of Speed > Situational Boots
> Blasting Wand >Guinsoo's Rageblade
> Sheen > Lichbane
> Everything else depends on your match, whether you need more AP or survivability, etc.
Let me know if you have questions, or add me in game, I'd be happy to discuss Nidalee with you. Good luck!