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I do very well with Talon, I almost play him exclusively now. I've got about 50'sh wins under my belt with him now, and I absolutely love him.
Generally, I stick to the recommended items for him because they're simply that good. I start with a Prospector's Blade and level 1 boots, then I get a Brutalizer ASAP and the speed 5 boots. Afterwards, I generally get a BFF Sword if I'm doing very well and have the gold ready, or just a Pick Axe if I need something sooner, or I see my enemy building armor for an early Last Whisper. Afterwards, it's IE, then either Negatron Cloak, Chain Mail, or another BFF Sword depending on what I need.
From there it's Odyn's, Thornmail, or Sanguine. After that, I usually get a Sanguine if I didn't get it the first time, and finish with whatever I didn't get. I sell Prospector's for a Trinity if it's a REALLY long game.
I've also dabbled with Cloak and Dagger if I needed the tenacity.