Lux is simply not fun to play against.
I don't think I've ever had any fun at all playing against a Lux, laning always comes down to just avoiding her Q and E otherwise you'll get poked down or one-shot.
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I always ban her or ahri. She can do the yasuo thing where he used to hold onto his Q tornado to deny farm. Lux can cast her Q, let is sit there to deny farm.
Lux is fine. 
are worse to lane against.
If you're AD, build hexdrinker, it makes her useless until midgame.
If you're AP, push her in, her E has a relatively long cooldown and high mana cost, so she struggles to keep up with a lot of other mages push.
My problem with lux is that she relies on one key to make all the difference. Perhaps I only speak for myself and will get down voted, but the fact that she can pretty much kill you with her ult after she lands q is a big nono to me. I think she should have reduced damage on her ult and more damage on her q or passive.
Lux has high mana costs and long cd's early on. If you can push her in and force her to farm under tower, you'll have a better chance as she'll have to use AT LEAST her e to help clear the wave, which then leaves her a spell down for a moment.
Building a Hexdrinker first is very helpful, as it can help with her e damage which is how a Lux should be poking. If she's poking with her q, and just throwing it out for poke, she's just wasting mana and a cooldown. If you're an ap champion, you can always buy a mantle, it'll help early on. You can rush the Banshee's if you're not doing well, but if you're beating her in lane and can out damage her, you can normally skip that and go for your normal first item. Melee champs should always buy Hexdrinker first, though.
If you can dodge her q, you still need to be careful. Her e and r combo can do just as much, if not more damage depend on how many points is in her e. While that's not a very reliable combo for her to do, it can still be done if the enemy can't react in time for the ult.
If you can get her flash, notify your jungler. If he comes in from the side, she'll either have to snare you or him as long as you both don't stand next to each other or behind one another. Without her flash she has to rely on her q and e to get away, which can be hard to do when there's 2 or more people after her.