Evelynn is an effective roamer. Use Shadow Walk to scout out and surprise enemy champions that overextend and possibly get a kill. This is most effective early game. By roaming, this allows your solo laner to farm minions while keeping the enemy solo back and losing them gold and experience.
Evelynn can excel at pushing a lane and jungling by spamming Hate Spike. Try to stand so it hits many creeps.
Level up Ravage first for an AD/On-hit build and Hate Spike first for an AP build.
Your Shadow Walk can be easily neutralized by Vision Wards early game. Don't be too hasty in attacking early. Take your time, scope out the battle before joining and use your element of surprise to your advantage.
With a maxed out Ravage attack speed boost, you need a 94.66% boost to reach the cap.
Evelynn is a great scout as she can walk past regular Sight Wards without being seen. Be wary of Vision Wards, as their true sight can detect stealth units.
Since Agony's Embrace is based on the current health of the enemy and has no minimum damage, avoid using it on low-health opponents. The damage will be incredibly low, or even 0 if the opponent only has 1 health left.
An early Sapphire Crystal or its build path (Sheen is an excellent choice) will drastically improve the effectiveness of Shadow Walk's passive mana regen as its restoration is based on her maximum mana.
The low cooldown on Hate Spike allows Evelynn to make full use of
It also helps quickly stack Guinsoo's Rageblade making it very cost effective for a DPS build, but not a burst build since you won't have the stacks when you need to burst someone.
With both AD. AP, and a AS buff, Evelynn can effectively mix and match any offensive item. See what defenses the enemy is building so you can adapt within your build. For instance, if they build Thornmail when you're playing Hybrid, build Wit's End instead of Trinity Force. If they all build Banshee's Veil then avoid building AP. If they build health, then Deathfire Grasp with AP + CDR for your ult can help, but items with sustain such as Hextech Gunblade can let you fight tanks indefinitely, and can also be a good choice. Some good items are:
On-Hit Malady, and Wit's End). For high single target damage against low magic resist targets. *See below for the attack speed cap.
Hybrid (Trinity Force, Wit's EndHextech Gunblade and Guinsoo's Rageblade). For a balance. Hybrid is squishy if you invest purely in offensive power, and since it relies on being in melee range, you will usually need to have at least 2 tanky items to survive.
Note that Evelynn is inherently squishy, so any melee oriented builds must have some items devoted to tankiness, such as Guardian Angel or Randuin's Omen.
Since Ravage gives you 120% attack speed bonus, you can reach the 2.500 attack speed cap very easily (94.72% more at level 18). So it may not be wise to spend too much gold on attack speed items.
Speed items, such as Phantom Dancer andBoots of Mobility allow you to gank a lot faster and gain extra kills, keep enemies more uncertain where you are, and help you escape if you're seen out of position. Keep in mind that slows are more powerful than Hastes (Movespeed buffs), and that movespeed items do not give much tankiness, so if you are caught or like going into melee range, a tankier item would be better thanks to the movespeed bonus from Dark Frenzy.
Think twice before buying enemy affecting aura items such as Frozen Heart as the enemy can notice these affects from a distance, alerting them to your presence and possibly ruining your surprise. Ally affecting aura items can also be noticed, but with more difficulty. This is not an issue with Abyssal Scepter due to this item having only 600 range, while Evelynn's stealth range is 700.
When jungling, consider getting a Spirit of the Elder Lizard as the massive attack speed buff from Ravage and the low cooldown of Hate Spike will ensure that its passive Incinerate will always be applied on enemies.
Always look out for Evelynn in your lane. Because of her stealth, she can easily sneak behind unsuspecting players who are overextended. Be aware that her movement speed boost can make her very surprising.
You can protect your lane by purchasing Vision Wards and placing them in the river. Be careful if using Sight Wards as if she comes into your brush already stealthed, you will not be able to see her until she unstealths, and that may be too late.
Evelynn can be built with either Ability Power, Attack Damage or even a mix of both. Pay attention to the way she builds to better decide what defensive items you should buy. However, she still deals a lot of magic damage even with an Attack Damage build, so Magic Resistance is rarely a bad option against her.
If Evelynn is building AD, she has a very weak early and mediocre mid, but trades for extremely high damage late game. If you are a squishy champ, stay behind tanks and try to focus her down.
Evelynn's stealth is lost when she takes damage. Harrassing her grealty reduces her sneaking ability.