Hi Blueslifer!
I understand when you say that you feel like you're doing everything wrong with Bard. He is a very complex champion with a skill-set that can be on one hand, incredibly overpowered when played right, or on the other, bait your entire team when played incorrectly.
He's an amazing champion when a very very VERY high skill-cap, so while I'm going to give you some general tips, please remember to take your current situation in mind, and build off of that.
-What do you max on him?
Generally you will want to max either Q or W depending on the situation, You will 90% of the time want to start W and lay a few health packs along the jungler's route the s/he will be taking to aid in his/her clear. Finally, you will want to get your E at level 5 as your chimes should be spawning pretty close to you, and there isn't much need to roam yet.
-What do you BUILD on him?
Most often you will want to build a mix of ap utility and tank items such as,
. Remember that you are there more for you utility then you are for your damage.
-What is the correct use of his E?
Early, his E is more useful for roaming to get chimes, or for flanking with your jungler for a gank. As the game progresses, it has many more uses, such as baiting the enemy team into a choke point, escaping a gank, dodging AoE, and disengage. This is stuff you will learn over time as you get better with Bard, and more used to his kit.
-What is the correct use of his ult?
Start off with using it on the enemy back line in team fights, or to pick someone off who is out of position. the 2.5 sec time of his ult is great for allowing the rest of your team time to surround the poor fellow and kill him. As you get better with Bard and his ult you can move on to other things, such as, ulting the enemy tower so you can dive them safely, Ulting Baron or Dragon, giving your jungler a chance to steal, Ulting your team preventing the damage of some enemy ults. (Galio, Amumu, Sej, Fiora come to mind).
-When do you roam?
First, look at your match-up,. If your ADC is going to have problems being by themselves for any length of time, then roaming isn't going to be an option until around mid game. If your ADC is ok with playing safe and passive then you will want to roam around the lvl 4 mark, allowing your adc a change to get to lvl 6 before the enemy. That aside, when collecting chimes, always make sure you are doing something besides collecting chimes, for example... (You notice a chime near the enemy blue, and dragon side pixel bush. Go to blue, ward it so you can get a sense of where the enemy jungler is, and then go to pixel bush and ward that for your mid lane, lastly ward dragon or close to, while asking you jungler if they want to maybe set up a bot lane gank.)
Other times to leave lane and collect chimes. After your adc backs to buy. After you have gotten your tower. After getting dragon. After killing or forcing the enemy team to back. After you have spotted the enemy jungler and he is not near for a gank.
-What should i have in mind when playing him?
You should have the mind set of your team, and not just your adc when you play bard, and that clever use of your ult, and roaming, will help your team. That being said, if you feel that landing your ult is getting you into trouble then for go using it until you are comfortable. Remember that you can throw the game very hard if you ult incorrectly.
-What other facts should i know about him?
Your Q can travel through small walls, and hit other players, but will not stun them unless it chains to another player or wall AFTER.
ALL towers can be ulted. Useful for dives.
Fiora and brand's ults will continue to bounce and go through their animations even while in stasis.
Bard's ult acts exactly like
So abilities like Swain's ult will still continue.
Hope this helps! If you have any questions I'll check back every so often and try to answer them.
Good luck! and have fun!
-LiteSprite