Lux kinda changes roles during the game, from burst one-combo-kills-anyone in early-to-mid (almost no one can survive your Q+AA+E+R+Ignite) to mostly being a utility/support champ in late game that deals sustained damage, throwing shields, snares and slows to help your team escape and secure kills, and using your slow and ult to whittle down clusters of enemy champions.I have been giving Lux a shot, and she's just as fun as Ashe, but I have to remind myself to shift gears when I use her, because it seems she's more about being a champion killer what with the double bind and Final Spark.
You should have in mind that the best usage for your ult is to fire it at the whole enemy team when they're bundled together, not against a single running champion. It's got a pretty low cooldown if you build CDR, so use it whenever you can to kill a lot of minions at once, to steal buffs and to fuck their whole team up.
Lux's awesome :3
edit: she's kinda punishing if you don't land your skillshots, but you live and you learn