I play him jungle mainly but I always run into the issue.

Wtf do I buy?

i usually rush rod of ages, the health is pretty good late game cuz hes kinda squishy

also get phantomdancer for the movement speed and crit, crits so good on lee

6 warmogs

Don't listen to the guy above me, he's a moron.

Go Gunblade first. The AD and lifesteal are awesome and the AP powers up your shield. After that, then get your Rod of Ages.

go pure AP lichbane

you have TONS of shield and 7 lichbane proc

I usually go support lee, but here's what I build:

Sword of the Occult, Mejai's Soulstealer, Sword of the Divine, Rod of Ages (I CANNOT stress the importance of this item enough), Boots of Swiftness, and a Ruby Sightstone.

I typically build Malady on him. Only malady.

Stack Doran's Rings, IMO.

Lee Sin is all about early game, and stacking Dorans is where it's at.

i'd say after rod of ages you might want to invest in a banner of command because it's op and makes your shield stronger