Most mages would want something like
with the order generally being depending on the match up, or how far you are ahead/behind etc. But it's generally the "Core" for most mages. Though some times you might not need both Morello + Void, as if you are facing a full squishy team then the Void wouldn't really be needed. In that case you can replace it for
or if you auto enough in your kit then maybe
.
And then there is some champions who prefer
over
or might need
as their first items like
.
As for when to buy
, it depends on what the match up and team comp is. You would generally have the 1-2 items that your champion generally needs to rush (Like some might be RoA, or Luden's, or Archangel). After that you have to look at what you are facing, if you are facing a decent amount of squishy champions or the enemy heals a lot, then grab Morello next. If you are facing a decent amount of AD champs OR their ADC is getting fed then buy Zhonya's (also bonus if your champion has synergy with Zhonyas to). If you are facing a strong bursty mage (or the enemy team has a lot of AP or heavy CC) then grab Banshees Veil. If the enemy has people stacking MR then buy Void staff.
After looking through all of that and deciding if you need the item or not, then you can grab Deathcap. Though as for a general guide, I'd say as your 4th fully completed item + Boots. So basically, I'd say get your completed boots and 3 more items before getting Deathcap. Unless you are a head and pretty fed, then you can grab it as your 3rd completed item.