MTGNexus

I know the more obvious lich cards, but I'm not sure how to build around it. I just know I want it to be high risk high reward with lich in mind. I don't know as many cards in that field as others do.

Sheoldred, the Apocalypse means that you will draw your whole deck with the liches Lich, Lich's Mastery, Nefarious Lich.
You'll need a way to kill Sheoldred before you actually lose to running out of cards (Deadly Rollick would do it).