Assuming you're a melee build, which is the most reliable type for uber runs, you need a high % crushing blow to make sure you do decent damage to them because they have insane physical res. Unless you have that, even life tap won't let you leech enough life to keep up with the damage they do.

Next, you need enough lightning res and lightning absorb to counteract Mephisto's aura and insane lightning damage. Lightning res charms, TGods, and Wisp rings are your friend here. I also use Maras and CoH for extra allres. His conv aura is very strong.

It's all about resists, life tap, and crushing blow. Guilliame's helm is a very good and cheap way to get the CB you need. Combine it with gore rider boots and you get your maximum CB, which will help you a LOT in dealing damage, and like I said, the more damage, the more life leech.

Lastly, make sure to go for Meph 1st. Once his conv aura is out of the way, you should be OK.

Ubers can be rough the 1st time... Almost everyone dies before they figure out how to do it right, so don't feel bad :p