Runes will vary depending on how you play, but HotshotGG, arguably #1 Nidalee, runs Armor Pen Marks, Dodge Seals, and Flat CD Glyphs.
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You have to realize that YOU ARE NOT A PRO. By copying a pro build, I sucked bad.
Most of her stuff deals magical damage, so I run MPen runes. Some pros go armor pen for the early laning phase though.
Dorans Ring is a great start.
The pros will get bluebuff, but in lower ELO this is unlikely. Therefore, you need some better mana regen. You also wont farm rageblade early enough to kill with it.
So I grab another Dorans+boots on my first B.
Then, Giants belt to Rylais. The giants belt +2dorans makes me tough enough when I hit 6 to really be able to take advantage of my Cougar form without getting bursted down. Nid is very squishy, so you want to toughen her up.
2 dorans makes her tough, adds 30AP for much more efficient heals, and sufficient mana regen for most of the game.
Rylais also adds good AP and adds FIVE slows(!) which is great for a champ with no CC.
Nid is already very fast. Id consider Exhaust/Ignite to add more damage/slow them, instead of boosting your own speed which is considerable.
I like rageblade but not being Pro, by the time I get it, I still have 30ish MR and am easily bursted down.
I recommend Sorc Shoes. Like I said, most of your damage is magical, so shoes+runes lets you deal massive Spear damage, plus boosts your cat daamge.