Lee Sin does crazy early game damage so you want to transition from DPS bruiser to Tank by the late game.
I like to start Cloth 5 as it provides the best sustain and is strong for heavy ganking and counterjungling. I then transition this into a Wriggles Lantern and move towards a Phage. If you are doing very well you can pick up an early double Doran's blade or an early Brutalizer however if not work into an Aegis/Warden's and get boots according to the enemy team composition. From there on you want to build around the enemy as towards lategame you will spend more time peeling for your carries as Lee tends to drop off towards late game.
My final build looks like this: Mercs/Tabi, Frozen Mallet, Force of Nature, Randuins, Warmogs, Atmas.
I've only achieved this full build in ranked games if the match is really prolonged and i'm doing well so don't expect to get stuff like this every game .