Build explination
Support build
For starting items I suggest the standard regen items, depending on your play style you may wish to switch your salve for 2 clarities, however as you are playing as a lane support you may need to give some regen to the carry in your lane. Even though a max level brain sap heals you for almost as much as 3 tangos ( and not far off a salve) it requires more mana than a clarity can give you and as you may need regen before you hit level 7 for most play styles 1 salve and 1 tango is more efficient than 2 extra clarities for one of them. An extra clarity instead of a branch is feasible as you do do not need the extra stats to last hit and your survivability in lane comes from nightmare. There is an option between a gauntlet and a mantle, while the mantle gives 39 extra mana and 0.12 mana regen, for a support I personally prefer a gauntlet for a little more survivability with an extra 57 health and the option to turn it into and urn or drums later. As a support you should pick up wards or a courier, or possibly both instead of a stat item if your team have decided they don't want to pick any other supports.
One very useful item to pick up early is a sage's mask as bane really needs the mana regen. If you are struggling for mana and arcane boots will be a long way off a soul ring is the best choice and works very nicely with brain sap. Another possibility for you mask is an urn for as you should be taking place in lots of ganks and it has great synergy with nightmare as the urn damage is hp removal so will go through nightmare without waking the target adding 150 damage to your already potent nuke combo. The final suggested end for your mask is a medallion of courage, while possibly more situational than the other two it is a great item that is often overlooked in pubs and should almost always be taken if you are lanning with a very strong right clicker. It also gives you team the potential to sneak an early roshan kill as with a reasonably early roshan attempt (at less than 30 minutes) the damage to him is increased by 25-30%. Boots are an obvious pickup for a ganker such as Bane especially with fairly short cast ranges even though a level one nightmare should allow you to position well enough to prevent escape. If you are laning against heroes that use lots of active abilities a wand is an solid choice otherwise probably worth skipping. Null talisman is a very nice litle stat item if you have the extra gold and started with a mantle.
Mid lane build
The big difference between starting item builds for mid line instead of side lane is the need for stats to aid in last hitting therefore a mantle and/or iron branches instead of a courier/wards which another team member should purchase (but remember that doesn't mean that they will). You can also take another clarity or two with your extra gold, or save some to rush a bottle. Health regen is not quite as vital as in side lane where there are more enemy heroes to harass you, so one tango is probably sufficient in most solo lanes when supplemented by brain sap.
The next items you will get will be those that give you mana regen, most likely a sage's mask and/or a bottle depending on how the lane is going. If you are getting lots of last hits it is possible to miss out the mask and go straight for arcane boots however if the late is not going well then a soul ring should be bought even before basic boots and using the mana it provides you to get kills until you can get boots. Null talisman is also a good item to build from your mantle, however if the lane is going badly it can be missed out completely.
Remember if you are mid lane once you hit level six you should be ganking as much as possible trying to shut down carries and a tp scroll is the most efficient way to more around for ganks, so you should definitely always try to keep one handy in case you need to retreat after a gank or to approach a lone hero.
Core to late game
The most important item you can get is your arcane boots, because a Bane without mana is just a creep with a very high bounty. If you were solo mid you should have a bit more gold for items that would be considered as luxuries on a full support, the first of these should probably be a force staff. Your only spell with a long cast range is enfeeble and you have no escape mechanism (other than using nightmare and just walking away slowly while Bane cackles madly) so a force staff is perfect. Some people would suggest a blink dagger for the longer range initiation but a force staff is normally sufficient for you to get close enough to nightmare an enemy and give you time to position, and the 10 extra intelligence, meaning 130 mana and 0.4 mana regeneration, along with the greater versatility make force staff the better choice in my opinion.
If you have been getting in lots of successful ganks and don't feel you need the manoeuvrability a force staff provides then you are left with a choice of two amazing items for bane, aghanim's scepter and necronomicon, which is normally down to personal player choice.
Agh's gives a massive damage bonus to your ult provided you can stand around without being interrupted for the duration it increases the total damage from a respectable 1075 to a truly massive 1890, but that is probably not the only bonus bonus as it increases the total mana stolen from them from 25% of their max to 70% of their max, meaning they are unlikely to have the mana left for an escape. These bonuses are massive when only against 1 or 2 opponents but if all of them are travelling in a group, you're likely to be disrupted (without a bkb or shadow blade) before the extra 2 seconds duration anyway, but if the opponents lack stuns and silences then an extra 2 seconds or disable on an enemy carry will make a world of difference. On top of that the stat bonuses from agh's should not be overlooked as they are significant to a man hungry squishy hero.
Necro book also adds to your damage output but does so over a longer period of time. It does synergise with your ulti in that it gives the necro warriors 5 seconds of free attacks on the gripped opponent. The warriors also both have some form of mana burn even though it is not as much as the effect of aghs. At max level the warriors will give you a far greater damage output that agh's does, (and have true sight) though it is 1000 more gold and gives reasonable similar stats resulting in less health but more mana. In conclusion I would suggest agh's if the enemy lacks disables or if you are too afraid of the micro that the necronomicon entails. Whereas a necronomicon is better if you want to make up for your lack of pushing power and feel you will be able to get the gold to turn it into a level 3 book.
If you were supporting in lane then is is likely that you will not have enough gold for either of those items in which case a mek or eul's are both good choices to assist your team, along with wards which you should start getting as your early game dominance fades as bane is a ganking support who does not snowball well. If you do not know the best positions for wards I would recomend the 3 part guide on dotacinema's channel as it goes into good detail without being overly complex.
If it is too late to make good use out of a scepter or necronomicon then a sheepstick is a great luxury item for any intelligence hero, both for the stats and the hex.
Situational
There is a wide variety of situational items for supports that you will never normally be able to afford, and are easily overlooked but can be game changing.
Bkb is one of the best of these situational items as it pretty much guarantees a fully chanelled ult during the mid stage of the game, but later on bane can be right clicked down through it with ease if the opposing team have several heroes with a reasonably high damage potential, even with a level 4 enfeeble. If the opposing team do not have aoe disables then a shadow blade can make a more versatile and cheaper alternative as it can be used without breaking the chanelling of fiends grip, and the chances of the opponents having detection in standard level pubs is not high.
Ghost scepter really helps when escaping from annoying right clickers that can destroy bane and is a relatively cheap item.
As mentioned before a blink dagger can be used or manoeuvrability, though it is normally better on initiators who need to be in the centre of a teamfight.
Eul's will add a nice disable allowing you to take three opponents out of a team fight alone along with great mana regeneration and move speed bonuses.
A rod of atos can be used to help counter the problem with Bane's squishiness and has a nice slow effect for those out of range of other abilities, and also gives a good amount of intelligence.
Shiva's guard will also help make bane more survivable while adding also adding a slow and intelligence, but unlike the rod of atos it gives more contribution to teamfights.
Mekansm and pipe of insight are great support items that you should definitely consider if no one else on your team has bought them so far and are core items if playing a lone support role.
Drum is also a great support item that works well with the necronomicon as well as giving you a little move speed and health.
Blademail is incredibly situational, but can be useful to discourage attacks allowing you to potentially survive team fights, and punish the heroes that target you.
Finally the gem of true sight is an incredibly useful item for a support to buy, both for detecting invisible heroes and for counter warding.
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