Hey thanks for taking the time to check out my quick guide. This is my first one that I've ever put together. If you have any questions, comments, concerns, reasons for living, reasons for dying or whatever throw them in the comments and I'll answer 'em best I can.
A bit about me (if you don't care that's cool continue on), I've played Urgot since his release and he is one of my favorite champions. I have had a lot of ups and downs with this champion and have worked this play style out into a science.

So my thoughts on masteries. I go 23 in Offense because it covers all the needed stats. The armor pen, damage and CDR are the biggest concerns here. This leaves 7 spare points, 3 for Defense and 4 for Utility. Lets face it, Urgot is one slow SOB so the added movement speed is immensely helpful and being able to pop that blue pill faster is a nice luxury. The additional health regen just helps to stay in lane, plain and simple.

Just a quick blurb. I use more tanky runes because I like the early survivability. Other good runes would be armor pen and more damage. Personally I think mana-regen runes are a waste for Urgot. If you can't manage your mana until you get Tear of the Goddess you should try to be more conservative in your play.

Early on, good mana management is crucial. An OOM Urgot is a rather useless Urgot. So here are a few rules/guidelines to follow prior to purchasing Tear of the Goddess/Manamune.
1. If Soraka is your lanning partner spam away. She should be able to keep your mana up. No Soraka follow the other rules/guidelines.
2. Only use Q and E if you know you can hit your target.
3. Only use W if you land your E or if your target is on the run. The shield it gives you really is not worth using as a defensive fall-back without any AP.
4. When you get Tear of the Goddess/Manamune activate Q a couple times as you are walking back to your lane to gain more growths of mana and in turn, more damage. This also allows you to get Murnamana sooner.
5. Use Q to help you get that much needed CS when you have Tear of the Goddess/Manamune.
6. Once you have Murnamana be careful not to leave it toggled on. It burns mana very quickly, so try to only have it active when you know you can land multiple missiles and auto-attacks.

This is easily the part of my build that I have caught the most flak for. Here is my reasoning for the two Doran's Blades out the gate. I have tried many different starting items to help push Urgot through early game and well into the purchase of Manamune. The combination of damage and health works the best for me in lane until I can get some better items.
Boots, pots then rush Manamune makes Mr. Ugly less brutish and gives him that glass cannon feel. Again I like to play a beefier AD Carry so these are how I accomplish the beefy feel.

Like I said quick guide and build. Hope it works as well for you as it does for me and best of luck.