Caspian is my new favorite Champion. He's great in a duel and can also hold his own in mid range engagements, as well as contribute greatly to team fights. Here's what I pick for him and why. (This is my first guide. If you have any formatting tips, feel free to let me know, I could probably use the help.)
Fire a weaker copy of Rogue's Tempo forward from your crosshairs for every 6 Ammo consumed.
In The Thick of It
Generate 9 Ammo after hitting at least one enemy with Rogue's Tempo.
The Finer Things
Increase your Movement Speed by 60% for 1s after hitting an enemy with Love.
Extend the duration of Sharp Momentum stacks gained by hitting with War by 36%.
He Shot First
Extend the duration of Piercing Momentum stacks gained by hitting with Love by 36%.
A Brief Respite
Reduce the Cooldown of Deadly Momentum by 1s after hitting at least one enemy with Rogue's Tempo.
Gain 21% Movement Speed.
Kill to Heal
Getting a kill or elimination heals you for 600 Health, unaffected by Anti-Healing.
Caspian's greatest advantage is in his talent Measured Cadence. Rogue's tempo actually works on EVERYTHING, not just enemy Champions. Yes, it works on Inara walls, Luna, Ying clones, ANY shield, Barik turrets, and any other deployable or shield you can think of. With this talent, combined with his card In The Thick Of It at level 3, Caspian effectively has infinite ammo, and once you gain max stacks of both Momentum's, you are able to shoot out a smaller Rogue's Tempo every 2 left click attacks, keeping your ammo topped off. I fully recommend both Measured Cadence and In The Thick Of It as two cornerstones of your main build.
After that, my next pick seemed very obvious to me. The Finer Things is a card that, at level 5, increases your movement speed by 60% for 3 seconds after hitting an enemy with your left click. Move speed is always a blessing, so this card should be ran in EVERY build, not just mine. Make room for it, it's worth it.
My third and fourth pick are Shining Example and He Shot First, both at a 3, My stacks of Piercing and Sharp Momentum tended to disappear on me far too quickly during combat, and having both of these at a 3 has kept my stacks long enough to rotate to smaller fights still at near-full strength. I may drop these down to a 2. Feel free to do so as well.
My final card is a split choice between A Brief Respite and Casual Competency. A Brief Respite reduces the cooldown of your dash if your Rogue's Tempo's hit at least one enemy. Casual Competency grants 1 stack of both Momentums on Rogue's Tempo hit. Both are viable, both are worthwhile, but I tend to lean towards A Brief Respite for additional Escape CD. Feel free to make your choice, as they are both viable options.
As far as Items go, I generally buy Nimble and Kill To Heal as my initial buys, unless I have a healer I trust, in which case I work to max out Haven as quickly as possible. Obviously, if you need to buy an item to counter a champion, such as Resilience, feel free to buy that first. Another good choice for items would be Lethality. Lethality is a good snowball option that pairs well in a game where you seem to be a dominant force and consistently win duels.
STANDARD ATTACK COMBO
One of the more important things to realize about Caspian is that he is all about chaining your two basic attacks back to back and maintaining Momentum, both in the sense of his stacks, and in the literal sense. As an opener, I will generally use my Q for a quick stun, then the basic combo goes like this:
F (Dash through, pop whirlwind if you can time it right) - Left Click - Right Click - Left Click - Right Click
If you can manage to hit every attack, your enemy will be dead far before your last right click (as long as they aren't a frontline).
The most important aspect of Caspian is keeping up a good rhythm of attacks to maintain pressure and power up before you go in to fight.
CASPIAN DO'S AND DON'TS
Keep stacks up by continuous fire with left click. With this build, you have infinite ammo, use it.
Single out unaware targets, or targets who are alone.
Reload when safe. Just because you have theoretically infinite ammo, doesn't mean you'll hit all of your shots
BE CAREFUL WITH HIS RIGHT CLICK. As of the creation of this build, sometimes his right click just decides not to work.
SAVE AT LEAST ONE DASH FOR AN ESCAPE AT ALL TIMES.
Dive without a plan.
Miss your shots.
Engage with low health.
Engage frontlines head-on. Engage from a distance, they will chew you up in close combat.