I can say from experience klepto is really fun on her if you don't mind forfeiting some damage for it. I'd use it more, but every game is just a DPS race at the moment, so taking it as a support puts me at a disadvantage in terms of raw power. Speaking of damage, I've tried coup de grace on on her, and I feel like the amount of damage it does over the course of a game isn't worth going into the precision for, depending on what trees you normally use. I've been using a lot of domination / sorc and vise versa, but that's because I support, so I really like having access to zombie ward / ingenious hunter to clear wards. I've compared coup de grace against scorch, and early game, scorch is just always gonna be better. Chances are if they're low enough to take 10% additional damage from all of Lux's spells and you have all your spells up, that enemy is dead anyways.
My thinking behind it is 10% of my ult is 30 damage not counting AP, and the flat damage from scorch is 30 minimum, but it applies every 20 seconds and I don't need them to be at 40% hp, so I feel like it's more useful, at least in the early stages of the game. I like that dark harvest idea. I think I'll have to give that a try tomorrow, and hope it doesn't turn out like that PtT game. I should download the reply just to remind me never to do that again. shakes head it was so bad...lol