Most people who start with a good stam build and move to mag sorc struggle with self heal and general sustainability. Here are a couple of pointers that might help.

First, it's not necessary to pile all attribute points into Mag - you might want to think about pointing some into health to help you sustain (especially while you get used to the build - you can always redistribute points later), and/or stamina (for dodge roll and to help power the rider speed buff). It's a fine line, but you can certainly achieve sufficient damage and mag sustainability this way. Rumour has it that there will be benefit in the next update, which will balance a whole load of skills, to distributing attributes more broadly.

Second, Dark Conversion, a morph or Dark Exchange in the Dark Magic skill tree, is your best Vigor replacement. In addition, the Entropy skill in the Mages Guild skill tree is a powerful self heal dot. Use the Mages Guild passives to buff the spell. What you morph to is a personal preference - I use Degenerate as I prefer the heal option to the max health option. Finally on sustainability, equip the Annulment skill from the Light Armour skill tree. Morph it to Harness Mag asap. This is a very powerful shield that'll get you out of trouble and return magician to you.

Finally, skills...... plenty to choose from here, the sorc lines have greats dots, direct damage and finisher skills. My advice is, whatever else you do, utilise Wall of Elements and its morphs, and Force Shock and its morphs, from the destro staff skill tree. Both are very powerful, cheap, and should form part of your staple diet. All sorcs should equip Crystal Frags for max damage, and Daedruc Curse (morph to Velocious Curse) is also a nasty killer. In terms of ultimate, I'd suggest avoiding Overload (for now). It's a bit underpowered these days, and although there are advantages to it, it's harder to get the most out of it. Your better options are Shootung Star from the Mages line (and those passive you bought earlier will buff this ult too). Crucially, though, equip Elemental Storm from the Destro line. It's the most powerful ult in the game, don't let anyone tell you otherwise. If you morph to Eye of the Storm, so the damage follows you around, you've got a stonking AOE while you continue to deal damage. It's expensive - but it clears the field when you're taking a flag or up against it in Zerg v Zerg.

In terms of gear, I'm a firm believer that your gear should be the last element of your build, to plug gaps in your play style. There are loads of good sets to buff mag, regent and damage. Julianos is superb, and depending on your gameplay you might want to consider Warlock or Silks of the Sun. Depending on what you do with Attributes, here's where you can make up your max mag. I use Julianos and Vicious Death in pvp, with the Molg helm (for the spell damage buff). Good all round and cheap enough, if not entirely creative!

Hope this helps