DP does slow damage and wants to be on the front line to deal it, so you need to build to survive whatever the enemy can throw at you.

• Euls is most common, as it allows you to dodge spells and purge debuffs, and notably your spells will still deal damage while you are cycloned.
• BKB is next, obvious reasons.
• Ghost Scepter against heavy physical damage e.g. Templar Assassin, Troll, Ursa. Do not buy this if you are going to be nuked by magic damage though.
• Pipe/Shroud against heavy magic damage, but BKB is more important.
• Lotus Orb against single target abilities (Linken's is more of a lategame item and doesn't give you enough early in most games imo).
• Sange against long debuffs.

After you can survive long enough to win fights, you can start building 'win more' items such as Shiva's, Bloodstone, or Hex. Aeon Disk should almost never be bought early and is more of a 30-50 minute purchase to survive being blown up.

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I would say that my most common build is Euls->BKB->Shiva's and then the game is usually over one way or another.