DON'T LISTEN TO ANYONE SAYING TO BUILD
ON UDYR. I'm am Udyr main and I've done the math: AD Udyr cannot do as much damage as attack speed Udyr (more specifically, using AD bruiser items only AD Udyr cannot build 2x as much AD as AS Udyr, but AS Udyr can build 2x as much AS as AD Udyr). So as far as itemization goes, I like
for damage. For the 'lack of gap closers' issue, I like
for tenacity and movespeed (don't build boots of mobility on him, they're trash after the nerf),
as it also gives health, or
if you're not gonna build triforce. Triforce and zephyr help with that too. Udyr has mama problems, and likes cooldown reduction; try
or
. In terms of magic resist, I go for
(because of the incoming health from turtle, flare, and BotRK, if you build it) and
,
Now to answer your question about stances, it depends on whether you're going tiger stance our phoenix stance. Tiger gives huge single target damage and a great AS steroid, and yes, it's better in late game, because phoenix scales off of AP, and you're (hopefully) not building AP. Phoenix, on the other hand, gives almost unmatched clear speed and if you're going tank it will pour out damage to their entire team while you're in there, plus triforce and Iceborn gauntlet both give small amounts of AP (just don't build both of them). For the sake of this convo, we'll refer to the stance you're going for as you're damage stance. For a beginner, you start your damage stance, then put a point into turtle, then bear, then max your damage stance. At six you can't put a point into your damage stance, so pour a second point into bear. After that, put points into your bear and turtle depending on how the game is going. Default is bear, but turtle if you're getting wrecked. Usually you don't put points into the leftover stance until 16, but if you want to do so before hand, go ahead. But bear and your damage stance should all be maxed out. You SHOULD always max turtle as well, but you can take a point out top put in your extra stance if you want. I used to leave 3 points in turtle and max phoenix and tiger, but I've always known the to be wrong, I just did it anyway. And you don't really max turtle for the life steal, you do it for the shield. The life steal is useless anyway because you'll spend almost no time in turtle stance anyway. Once you get more experience under your belt, you can start off with your damage stance then put points into the other stance for clear speed. However when it comes to living in the jungle (as long as Udyr has mana, you shouldn't have to ever use a health pot) turtle is the better second stance.
While we're talking stances, in a fight you should ALWAYS have full monkey's agility stacks. If you don't, you're doing it wrong. And when you're in a bush waiting for someone to pass by (not saying this should be your strategy, but this will happen at some point) hit your damage stance early so that you hit them with the first-hit damage, then as soon as you hit them hit your damage stance again for max burst, THEN go into bear stance.
Good luck!