I bought him and now I find him kind of useless. He doesn't do any damage and he cant really support. So how do you play Lee effectively?

You don't

I play him just fine.

He is hard to master, very balanced. You cant just rush and hammer your keyboard like most champions.

Pretty much the same as irelia, only with a bigger HP pool.

Lee sin is not played as a powerhouse AD DPS. You jump through the battle to help allies and to engage enemy carries.

I personally focus on my timing to kick out any enemy power-ult (like kata or kennen). After this, I shield one ally and then continue to dive the enemy caster carry(-ies).

The kick can also be used to isolate enemies from their team. Just kick an enemy up/down a ledge and he's pretty much done for.

Lee Sin pretty much like Irelia? You build Irelia with Trinity + Ghostblade + Merc's + 3 tank items and do HUGE damage. I build Lee Sin same way and do almost no damage.

Lee Sin's dps sucks, that's the thing. It's good early game, but later into game you do weak damage.

The good thing about him is his utility. Blink to enemy, blink to ally, shield, slow, knockback. But you need to learn how and when to use them properly.

at the point he is now ,early game harass, farm and if u are lucky get a kill,late game protect the carry of your team by kickin everyone that comes close and shield him ...i ve seen a guy playing lee sin like that,early game harassed and farmed like crazy so late game he could buy some ap items and protect the carry with his shield,i must say it was quite effective.

Play him with keyboard and mouse, like most of the champs you do (some champs you gotta play with your face too)

It's pretty easy actually.

First turn up the volume of you boxes. Then when immersing yourself into the game sounds, put on a blindfold so you become one with the sound. Then KICK-ASS . Profit !

This. Also, Lee sin is epic. He says so himself. And you all know everything Lee Sin says, is law.

berserk boots
frozen mallet
bloodthirster
black cleaver
and if game is still going
infinity edge
phantom dancer or bloodrazor

that's how i play him...that's the build at least...the rest you have to learn for yourself
protip:don't kick ppl away from your team,they won't like it