I always build gunblade as my last item to replace the lantern, it help with both sides of his blade and the active slow is nice (plus the lifesteal/spell vamp is awesome, a from-behind stealth strike can restore close to half health if you also have starks and IE).
If you plan to lane shaco (which I'm attempting now because his boxes seem to be malfunctioning in jungle), I would definitely suggest building IE as your third item simply because your primary damage comes from the stealth. This might be complete bull since I generally dont lane shaco, but its worked for me so far . . .
So:
I first build the lantern, allows for easy farm in lane/a ward
Second, I go with either berserker boots or boots of swiftness (boots of mobility in lane dont work as well)
Third, I go for Infinity Edge (somtimes madreds if your fighting a meat mountain like alistar)
and from there I just build items that give armor and damage (like madreds), mr and damage/ap (like abyssal scepter), and health and damage (icy mallet) . . . erm I think thats all . . .
ultimately you gotta look at the enemy team and customize the last three items to deal with them . . .
cheers, Gr33kfr33k5
oh. . . and if anyone knows a new way to jungle and "beat" the box glitch, please share it with me. . . Im in the dark