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Bumba's Mask
Short Bow
Mana Potion
Healing Potion
Warrior Tabi
Qin's Sais
Purification Beads (Old)
Blink Rune
Ichaival
Hastened Fatalis
Titan's Bane
Magi's Cloak
Winged Blade
Rage
Y
B
A
X
Kali is the definition of a late game carry, and she can easily just outright win a teamfight on her own.
Your focus when playing Kali should always be to farm and get to lategame, where you shine.
Your core items are Quin's Sais and Hastened Fatalis.
You should build up around your core items that give you more attack speed (don't overcap the 2,5 attacks pr second though) and penetration to increase the effectiveness of the passive procs of the Quin's Sais.
Your main ability is your passive 
Marked for Death witch marks a random enemy (or the enemy that killed you if you have died). This mark gives you extra penetration against the target and if you get the kill on your target you will heal for 80% of your total health and you get 25% more gold for the kill.
Start with a point in Lash for clear, then at lvl 2 you should save a point and just get what you need when you need it because you DO NOT want to die because you put a point in Incense when you got lvl 2.
Normally I wont put any points in my Incense or Nimble Strike before lvl 4.
The reason for this is as I said not to die, because 
Kali from behind can be pretty rough.
The situation where I would put a point in Nimble Strike at lvl 2 is if I get caught out of position and need it to escape. If I do I just press "F1" which is my keybinding for upgrading Nimble Strike and I jump to safety. This is especially useful against enemies without jumps.
Situations where I would get a point in Incense are if there is a kill I can secure with help of the CC it applies. If you can get a kill early as Kali you get a HUGE win, and it should help you get to late game pretty safely. It can also be useful if you get caught out of position just like Nimble Strike. And against gods like 
Eset, 
Thor etc. which have channeling abilities the fact that you can interrupt them and just walk away, maybe even throw a 3 hit Lash at them makes it very effective.
For the rest of the levels you just want to max Lash as fast as you can, then Incense before you focus on Destruction and Nimble Strike.
The reason for starting Short Bow and not 
Ancient Blade (which a lot of people build on her as a starter) is just simple math, 15% is more than 10%. And you are going to build into Ichaival anyways. The attack speed gives you more procs with the Bumba's Mask passive which makes your clear faster.
You want to farm up to full Warrior Tabi before you back the first time. This should not be a problem as long as you get your orange and blue buff with the solo laner, get at least one set of mid camps, about five mid waves and your back harpy camps (get your mid laner to help with the clear ofc).
The full Warrior Tabi will help you out a lot in the early game, and 3 hits with Lash deals a TON of damage. The reason for going Warrior Tabi instead of 
Ninja Tabi is that there are better attack speed items which you want and with Ninja Tabi they would put you over the attack speed cap. Paying 50 gold for 20 physical power is also the cheapest power you can get.
After boots you should farm non stop for Qin's Sais go for kills if see the opportunity, but you should never risk dying for a kill. 2850 gold might seem like a huge investment in a second item but the kill potential it gives you is just insane.
After Qin's Sais you should build either Hastened Fatalis or finish the Ichaival. I prefer to finish the Ichaival just because the penetration and boxing potential it gives you against physical gods is very useful and you get all that for just 1100 gold. I also like getting at least a rank 1 Blink to increase my kill potential before starting Hastened Fatalis, sometimes even a rank 1 
Purification Beads if I'm against a 
Hun Batz, 
Ao Kuang etc. There is nothing worse that dying with Destruction up just because you got stunned. Then when you got Hastened Fatalis finished you pretty much just look for anyone that is out of position and kill them.
When you got your core items some penetration is very helpful, especially for the times where your target from Marked for Death is an enemy with physical protection. Titan's Bane is just a perfect choice, due to the fact that your passive is flat penetration as well as the penetration from Ichaival. It also helps for pushing towers, even though you should be looking for fights not split pushing.
As your last item you normally want something to help you stick to targets even more than what you get from Hastened Fatalis. This will wary between Magi's Blessing and Winged Blade depending on the enemy team. Magi's Blessing against teams with a lot of hard CC (it is also perfect against 
Apollo to block the 
Serenade) and Winged Blade against teams with slows (
Frostbound Hammer, 
Weakening Curse and of course the OP 
Midgardian Mail).
If you don't have a problem sticking to anyone you could just chose to go for more damage Rage would be a good choice then.
If the game drags out to the extent where you got 
Elixir of Power and Potion of Physical Might you could think about changing out Ichaival for 
Asi or 
The Executioner. But it is not something that will change the entire game.
Never use Nimble Strike or Destruction unless you have to.
Note that Nimble Strike heals you for 20% of the targets missing health, this makes for great sustain. You can either jump a minion wave that is about to die from your Lash or a jungle camp or even gods.
Destruction is the "Oh ****!" button and should only be used when you are low and can get your target from Marked for Death. Great for tower diving and for teamfights, use it at the lowest amount of health as possible. It is also worth noting that it makes you immune to roots, slows and knockups.
Lash is your damage ability and should be used in combination with Incense to apply the extra damage from the buff Incense gives you. In addition to dealing damage it gives you lifesteal against the targets hit by the blades for 3 seconds.
Incense should be used to secure 3 hits from Lash and increase the damage from Lash for maximum amount of burst damage. In late game you can kill a carry before the 1 second stun is over. It can also be used to interrupt channeling abilities like Rollout, 
Brutalize etc.
You pretty much got the easiest combo to pull off in the entire game when you have 
Greater Blink.
Greater Blink ---> Incense ---> Lash ---> basic attacks ---> Nimble Strike (if the enemy got a dash or combat blink)
You basically just repeat this combo from the time you bought rank 1 Blink until the game is over.
I won't go in to much detail about matchups, but I thought that I could at least touch on some of the most obvious good/bad matchups and when Kali is a good pick in ranked.
Good matchups:
Your best matchup in my opinion is Ao Kuang mainly due to the fact that you can counter his ultimate with Destruction. You also have the ability to heal out of execution range with Nimble Strike, the lifesteal against targets effected by Lash and of course the healing for killing the target for Marked for Death. If this wasn't enough you also have a way to reveal Ao Kuang from stealth with Lash and due to him being squishy a good combo will one shot him.
Other good matchups will be gods with low mobility, because it makes it easier for you to stick to people with Hastened Fatalis. Gods with high burst damage are also pretty good matchups due to Destruction. And belive it or not tanky gods due to the penetration from Marked for Death and Qin's Sais.
Bad matchups:
Your worst matchup is probably 
Bellona due to the disarm from 
Scourge. But the ability to interrupted 
Bludgeon with Incense makes up for it in my opinion.
Other hard matchups are 
Geb, 
Stone Shield on your Marked for Death target just before you kill it can save him/her long enough for you to die before getting the heal. 
Sylvanus can also be quite annoying due to the root from 
Verdant Growth and his passive Nature's protection in adittion Weakening Curse and 
Wisps can counter Destruction pretty well. 
Freya can also be a problem, a well timed 
Banish just after using Destruction to get your Marked for Death target. In addition to her having the ability to get out of the fight with 
Valkyrie's Discretion.
Taking this in consideration there is no problem first picking Kali in ranked in my opinion, due to items and actives being her biggest counters. And with Bellona banned there is nothing that will make major problems for you. If the enemy team picks Ao Kuang you pretty much win the game by picking Kali. So don't ban him if you are planing to go Kali.
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What's your opinion on
Is it ever, in your opinion, worth trying to fit into a Kali build alongside, or instead of
I'd say no, but if you go like a solo Kali or something it could be decent I guess.
Like you do not get enough defense for it to matter and you pretty much kill ppl instantly without it. The biggest reason for getting it would be to box an adc or merc etc. So if the entire team is aa based it could be worth. But not in a normal game. because you don'r need it to be able to stick to ppl due to being able to pick up Fatalis.
Frostbound is mainly for ppl who want Fatalis but can't/shouldn't get it :P
Is it ever, in your opinion, worth trying to fit into a Kali build alongside, or instead of
Such math, very wow.
I thought Marked for death was percentage, but just accepted it being flat (see you or someone else fixed the tooltip VER).
Great explanation on the penetration stuff might just add it. :P
But I still have to disagree with the combo. With Thor you increase your kill potential with dunk-aa-hammer-aa-wall-aa... but as kali you just want to get as many hits in with the incense as possible. So if you go incense-aa-lash-AAs or incense-lash-AAs you get the same amount of hits. The only difference is that incense-lash is more damage if they are able to beads and escape. At least that is my experience, some tryhards even manage to beads in time to not get hit by lash.
Ok short answer I mean question rofl, why Warrior instead of Ninja Tabi ? She is AA based, and doesn´t really need Power especially if you want Qin Sais/Rage spam to work, or don´t you ? Do you really hit the cap ? Didnt tested it :D
You have enough AS with the rest of the build. So I value 20 power for 50 gold over the AS from Ninja Tabi ;)
The 20 power is a big peak early that helps you out before quins. But it's pretty much personal preference.
This is the order that these items would take place. Say an enemy has 100 physical prot.
OR
And the extra auto after
Ok short answer, why Warrior instead of Ninja Tabi ? She is AA based, and doesn´t really need Power especially if you want Qin Sais/Rage spam to work, or don´t you ? Do you really hit the cap ? Didnt tested it :D
Actually if you take ninja instead of warrior you won't hit the cap even if you would put a winged blade in (the number that you hit is 2.43 according to the god builder at lvl 20).
For the full combo, you should sneak in an auto attack right after
Imo that's just making it overly complicated. You do not gain any more kill potential from doing it (like you do with Ne Zha as an example). You might cancel like 0.2 sec of AA animation time, but it could result in giving your target enough time to beads/blink/dash out.
Basically I think both versions are to similar to even see any difference in DPS and just having a 100% secure Lash is enough for me to go 3-2-AA :)
If you get executioner instead of ichaival your build has 83% penetration on your mark as well as the flat shred from executioner. This allows you to rip through tanks even faster as your at basically true damage against them.
Ichaival is way more value for the money early game and tier 1 Ichaival makes for a great starter item. But as I said changing it for executioner when you got full build is great.
But even with just Ichaival you melt through tanks super easy.
And it's not 83% but 57% if I remember correctly 24% from 3 stacks of executioner and 33% from titan's :p