It's recommended to get one of your spells to rank 5 as quickly as possible to benefit from its Transcendent bonus.
To get out 4 bonus spheres, it requires more than 30% cooldown reduction and the following combo: Q, Q, W (targeting the first sphere), Q, Q, followed immediately by Unleashed PowerUnleashed Power. However, the delay on her ultimate and the increased micro management requires a higher level of skill on an already difficult champion. For most players, it may be more efficient to try using Q and E, Q again and W on the first dark sphere, and then use Unleashed PowerUnleashed Power - this sacrifices one or two dark spheres on her ultimate for a quicker, more reliable combo.
Dark SphereDark Sphere has no channel upon cast, which means you can cast it without interrupting your movement. Take this into consideration when playing Syndra, since it allows you to kite and chase enemy champions easily.
Syndra's damage output is reliant on a high CDR build - it will provide stronger harrass with Q and W combos, and being able to maintain more dark spheres on the battlefield will potentially increase the damage on Unleashed PowerUnleashed Power.
Athene's Unholy Grail is a very effective item for Syndra, providing much needed mana regeneration, CDR and raw ability power.
The passive on Rylai's Crystal Scepter synergizes with all of her spells to varying degrees; however the bonus mana on Rod of Ages will help with Syndra's high mana costs and may be a preferable option depending on your runes and masteries.
Building a Deathfire Grasp will help provide Syndra with more AP, as well as its active effect will help with her damage out put and improve her burst.