As previously stated, if you want a correct response for item builds for heroes go to
http://dota.replays.net/HeroReplays.aspx?hero=H00U and pick the hero you want replays from to the right. (Doesn't matter that it is in Chinese since you don't need to read the text.)
As for actual builds (I don't really play these heroes so I am guessing).
AM, Tango, healing salve, (here you vary it up depending on which lane you are expecting to face), stout shield or circlet(s) and ironwood branch(s) and/or more regen items. Your goal is to get Threads (str) and a couple bracers or wraith bands (depending on amount of disables opponent has). You can skip the threads/bracers/wraiths if you get good farm and go directly for vanguard, you don't tend to get good farm with him though, after vanguard complete them for the damage and attack speed. After that do yasha to manta (because illusions get mana burn). Assault might be a good follow up on this, if nobody else in the team is getting it. Otherwise just random non orb high tier items would be good. Things like butterfly/HoT/Ghost Sceptre/MKB/Buriza/basher.
Some people seem to favour getting Vladimirs for the life steal, this is a bad idea.
Soul Keeper was changed recently. I will therefore have to guess even more. Slipper(s), tango, healing salve, branch(s). To threads and wraith bands. Then I honestly don't really know. Perhaps Orchid Malevolence in order to get the silence and large DPS increase from cheap incremental items. Or manta. Or Diffusal Blade (sub optimal until you have manta already, still not great then since you will mostly fight in ranged form). HoT is always good on all heroes with illusions, but you need 1-2 damage items before that. Since you are an illusion hero you don't want things that stack pure damage, you instead want stat buffs and things like that while getting damage (orchid gives a % increase even if there is little gain for illusions).
Oh and I've found my new core build as CM (hero I play the most). Phase boots + Skadi. :p :p
