How to play Diana: (Mid Lane)

Build: Boots, 3 health pots > 2x dorans rings > buy Needlessly Large Rod and then sell dorans rings for full Deathcap > upgrade to Sorcerers shoes > build Catalyst the Protector then get Rod of Ages [This is generally reguarded as a -must- have item for all AP Carries, and it is but is most useful when bought early b/c of its passive. Rylai's Crystal Scepter can be substituted in here if you need HP+AP immediatly, plus it's slow also helps to keep on the target provided you can hit her Cresent Strike (Q)] > Lich Bane.

Summary of Core Build: Sorcerers Shoes. Rabadons Deathcap. Rod of Ages. Lich Bane.

Last 2 item depends on how the game is going. If your team is winning and pushing but the enemy team is building Magic Resist- Get the Void staff, if your team is being pushed and they have an AP team, get Abyssal Scepter (or, only if desperatly needed, Force of Nature), if they have an AD team- get an Hourglass (or, once again only if desperatly needed, get a Thornmail), or if their team is balanced- get a Guardian Angel. Or if their team is focused on tanks, get the Deathfire Grasp- the AP bloodrazor! Its activated ability deals damage based on their current health so its best used in the beginning of a fight.
To sum up, if the enemy team is:
AD based: Get Hourglass
AP based: Get Abyssal Scepter
Building MR: Get Void Staff
High HP (tanks): Get Deathfire Grasp
Balanced: Get Guardian Angel
Why no attack speed to help with her Passive 3rd strike? I personally think that because of her passive, AS items are wasted on her since most of her damage comes from her Q-R-W-R combo, not her 3rd strike from her Passive.

Masteries: Standard 21/9/0 for Ability Power.

Runes: Depends on how you play, I go for damage/survivability so AP bonus quints and HP/Armor/magic resist runes for the rest.

Skills: 1:Q 2:W 3:Q 4:E 5:Q 6:R for 7-18, max your Q out first, then W, then E. (of course take R at 6, 11, and 16.)

Playing Early Game: Dear God, you're screwed! ...or so it may seem. Diana can't do much early game and can be harassed quite easily. Luckily for you she is one of the tankier beginning champs so you have more health than most and that HP regen rate will really help you out. You should never commit to a fight before level 6 unless you have a gank coming that can stun the enemy. What you should do is counter-harass the enemy champ with her Cresent Strike (Q) by moving in just close enough, hitting them with her Q, then backing off. This works very well to prevent you from being overwhelmed early game but don't spam it because Diana will get mana hungry, I usually stop at around 100 mana and wait for it to be 150+ before I start again. Why wait until that high? Because you need some extra mana to activate her Pale Cascade (W) when the enemy gets a minion wave rush and goes for the tower because, 9 out of 10 times, they will try to do some sort of tower dive for you since your melee and slightly squishy, and that shield will save your life. The second reason why I wait to have that much mana is because I can activate her shield and still have mana left to use her Q if the enemy champion decides to overcommit and tower dive, securing you a kill! Alot of people think that the blue buff is good on her early game, which is true, but shouldn't be done because as the mid laner, your priority to have ability spamming power is under the Solo Top or Bot support champion.

Playing Mid Game: You are now level 6, you have your ult, Lunar Rush (R), and now your ready to hear that sweet sound of "Legendary!" whenever you kill someone. You will be the biggest threat on the battlefield if you farm enough to get your AP up.

You are probably going to be in the mid lane still, so just use the previous tactic of using her Q to hammer down your enemy; and this is where her ult, Lunar Rush (R) becomes a hybrid move.
Option 1: If your facing a good counter to Diana, or the enemy is just dominating her mid lane, you can use it to harass the enemy; Q > R then immediatly run back. (This is for harassing, so don't overcommit and remember that Diana can get mana hungry, so its best to use this when there are few minions that could block your escape.)
Option 2: KILL THEM FOR THE GLORY OF THE MOON!!!! *achm*...sorry, sometimes I get excited. Anyways if your mid opponent is a Squishy little thing that has lost some health, you can easily take them in a 1v1. Why so sure? Her Cresent Strike and Lunar Rush combo will deal enough damage to make them start running away for the safety of their turret 95% of the time, giving you free range to auto attack and get that passive proc. on 'em! Further explanation+combo below:
Option 3: Going for a gank. Diana excells at ganking once she gets her ulti. (This is part of the reason I play her mid and not as a jungler, she is very good at lvl 6, but is horrible pre-lvl 6 as a jungler.) The combo I recommend for ganking is very similar to the normal combo, except when ganking you will need to use her E quicker than usual because, well, its a gank so their going to run- so substitute in this combo:

Q - R - Auto Attack - E - W - Auto Attack - Q - R.

One quick note on "KS" (Kill Steal/ Kill Secured/ ect.) Just stop complaining about it, really. The gold you get for a kill is 300, the gold you get for 1 assist is 270. Don't complain about KSing, it actually is better for your team because it gives more gold to the team itself, and if you don't get the kill then your out ~30 gold... that is nothing to whine about. League of Legends is a team game that involves team fighting, which means only one person can get the "kill." If you want a high personal score, LoL is not for you- go play Pac-Man or Super Mario if you want a personal score; otherwise, don't complain about getting an assist.

This is where the skill comes into play. You -must- land her Cresent Strike (Q) before you commit this early in the game. Your initial combo should be Q - R - W - normal attack. Now your target has been sufficiently hammered and will be making an attempt to get out- here comes her E, Moonfall! (REMEMBER- never use her E unless the target is running away because it does -NO- damage, its only useful for stopping a runaway.) By now her Cresent Strike (Q) should be almost off cooldown- JUDGEMENT CALL HERE: if they are very close to death, ~500hp, and close to their turret then use her Lunar Rush (R) on them again > use Ignite on them > try to get some auto attacks but run when you start taking turret aggro; if not hit them with her Cresent Strike(Q) again and follow with her Lunar Rush(R), if their still not dead they will have very little health, use her Lunar Rush again to finish them off. One again, only use her Lunar Rush twice in a row if they are close to death, otherwise the cooldown isn't worth it(at this level anyway) and you're going to risk death taking turret aggro if their close. After their dead either recall, if you have a bunch of friendly minions behind you, attack the turret a little but run away when your down to your last minion and recall (assuming they put up a fight before dying and took some of her health away.) If not, go for a gank to help your team!

Full Combo in mid lane: Q > R > W > auto attack > E (when they run) > auto attack > Q > R > R

Late Game: Nothing really changes with your combo here, but your strategy does. By now your burst damage is probably countered by the enemy team building Magic Resist. So unless you build more Magic Pen. items you're no longer the OP assassin you were mid game. But don't let that discourage you, Diana can still pull her weight for the team (her whole 100lbs?) Late game you switch to more of a defensive stance. If you see someone trying to back door you and your sure its not a lure, go for the kill! 1v1 late game Diana is still going to win, but don't stick around too long because his friends will be running to team you for an easy kill.

Diana's weakness lies in bad positioning in team fights late game. She will most likely be focused and even though she's a tanky for an assassin, she will still go down very quickly in a team fight. Never initiate a fight, you need to wait! After your tank has gone in and the battle has begun, find the AD/AP carry of their team and unleash your combo on them while they are distracted by your teammates, Diana is a very good asset to any team fight as long as she isn't focused. Once their heavy hitter is delt with your team should be gaining the upper hand and when the other team starts to run- thats when you use her Moonfall (E)! Pull them all back in and you and your team will destroy most of them. Moonfall's ability to slow and bring the champions in direct melee range really helps you keep them in the line of fire for a long time, so if you're lucky you'll get an Ace and be able to rush the base with your team while they are waiting to respawn.

Before I end this, there is one crucial fact that not many people are aware of- Lunar Rush can go through walls. You can use this to your advantage late game if you see an enemy champ trying to run from one turret to another; hit them with your Q, then immediately use your R and auto attack him- if needed, use another Lunar Rush to finish them off before the rest of the enemy team closes in on you. This goes against what I said in my guide above but this is a special case. You are base diving and trying to take down one specific champ that decided to leave the safety of the turret, you want that champion dead and then you want to be out of there quickly. So this time you can spam your Lunar Rush to finish him. Notice how I said Q - R - Auto Attack - R. You don't want to use your shield (W) offensively in this situation, save it for when your trying to run back out because the enemy team will attack you as you run past the turret and so will the turret so your shield will be a life saver.

(I overly explained many things because I want it to be able to help newcomers to LoL, and experts who are just starting to play as Diana. So if you know how to play then alot of information I say will be redundant to you but still, I encourage you to read it because Diana is my favorite champion and I know how to play her) I hope this helped you! =D