My personal Ziggs build is Rod of Ages, Deathcap, Will of the Ancients, Merc Treads/Ninja Tabi (depending on enemy team comp), Void Staff, and either Hourglass (if enemy team is mostly AD) or Abyssal Scepter (if enemy team is mostly AP).
In comparison with other APs, he is a bit hard to master because he has all skillshots, but once you understand the mechanics behind how to do your combo, he can outlane most APs with the exception of Kassadin since he's anti-mage.
Your combo should be as follows: E, Q, R, with W if you fall out of range
- Land your E (minefield) behind where you think enemy champions will go when you engage so they run into your slow
- Drop your Q (bouncing bomb) on them - self explanatory; continue this if they are in range
- Drop your R if they are still alive but have gone too far out of range (farther than one screen)
- If they're still in-range, use your W to catapult yourself towards them and drop more Qs