Well, a lot of heroes have 'core' items that they simply synergize really well with, but a lot of heroes don't and are more versatile, this often applies to supports.
Both crystal maiden and lina are generally played as supports due to how strong they are early on + they don't need items to scale. As far as boots goes you'll generally want tranquil boots on CM to get a form of hp regen and arcane boots on lina for more mana. Situational items include: Drum of endurance, urn of shadows, forcestaff and ghost scepter, if you become really farmed as either of them euls scepter of divinity synergizes nicely with luna and her delayed stun and scythe of vyse is nice on both of them. Heaven's halberd is also a situational pick-up to deal with an enemy carry that does not utilize manta style or BKB and gets in your face.
Wind runner generally goes for phase boots as far as boots goes and follow it up with a forcestaff to get more mobility.
Situational items include: Scythe of vyse, mekansm, pipe of insight, necronomicon, orchid of melevolance and anything that adds surviveability and some damage. Items like linken sphere can be situationally nice to get and you can also get maelstrom for extra farm ability if you're planning to carry. Really lategame monkey king bar, daedalus and desolator all add nice DPS for wind runner.
Queen of pain can go too many routes to list.
Generally speaking you'll want power treads because her auto attacks mean a lot to her.
Going straight linken sphere isn't optimal in most games and generally speaking you'd rather just get a BKB to deal with disables and magic stuff, aghanims scepter is decent if you're planning to go really late and if the enemy is planning to push.
Other great items include: Orchid of malevolence, necronomicon, forcestaff(If you have to deal with a hero like riki or disruptor with AOE silences), scythe of vyse. And if you wanna go for some more DPS-ish for later on monkey king bar, desolator, daedalus and eye of skadhi are all nice items.
Items are generally situational and varies greatly from match-up to match-up, but in the beginning you should just stick with what you are comfortable with, that is more important as you'll learn when to get what as you play.
Also: http://imgur.com/a/BhaPr custom UI incoming VERY soon. These are dire vs radiant UI changes.
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