First I grab a tear, and leave it until late-game. 
Then I like getting Rylai's early on her for the perma-slow on her E as well as the much needed health for her mid-short ranged rapidfire fighting style, 
Then getting Sorc Boots and Haunting Guise, an extra 30 Magic Pen: Combined with my runes I can have anywhere from 40-50 Magic pen by this point already, meaning you're dealing true damage to mostly anyone not itemizing against you.

Haunting Guise can then be left alone until later or rushed into a Liandry's Torment, which synchronizes well with her melting poison damage as well as doing double passive-damage due to the constant Rylai's slow. The extra HP (combined with Rylai's HP) also gives you a good bit of survivability, which, again, is vital on Cassiopeia. 
After that, if your enemies aren't already taking true damage, you can get Void staff - you could build tear into Seraph's, for more AP and survivability, or even a Zhonya's just for survivability - or if you're feeling like it, you can go straight for Rabadon's to double-stack with your passive's % bonus AP, then finish Seraph's Embrace. Gives you inescapability early, makes you essentially impossible to itemize against, and gives you massive AP spikes late-game - not to mention plenty of HP early-mid game for survivability.

Final Item:
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