After trying Nunu, I loved him as a champion, but couldn't seem to do enough damage sans ult (and even with it when it gets cancelled) going AP and wanted a bit more staying power as a tank when building him that way. It seems that almost all other builds on Mobafire (at least the top rated ones) just stack HP and AP. That's great but, as I said, he doesn't have that much damage possibility and a lot of HP doesn't mean much as a tank if you have almost no armor. I feel that as AP he only really has his iceball which can do some ok damage (but is better served as a slow anyways), and his ult which, with its amazing ratio, can do a lot with only a little AP. I always jungle with him so that's how his skills are planned, but all it takes is a summoner spell change and iceball first to make him great at laning as well.

*Disclaimer*
Items taken from a build found elsewhere, but anything else is original.

If jungling like I do, follow the skills, obviously getting consume first. Alternate between that and iceball until 5 when you pick up blood boil. This can give that little speed boost you need to surprise someone with an iceball/ult combo gank. I always wait until I get my ult to gank and make sure to check the spells of who you're going for. If they have flash, don't bother unless they're already super low health or you know they've used it recently. Just be smart about it and you'll almost always get a kill, sometimes two ^_^

Just start at the blue with ignite/auto-attacking until the golem hits you twice. Then use consume to negate those 2 hits and smite him when the time comes and your consume should be up just in time to eat the little lizard you're not auto-attacking. After that, just go from wolves to wraiths to red to double golem. At each, make sure to consume the most powerful creep to remove a lot of damage such as the blue wolf and wraith as it should one-hit them. Don't forget to spam your iceball while you have blue. By the time you hit 6 and go for a gank, you should have enough for merc's so go back and get them before attempting the gank.

As tanky as possible with a void staff thrown in because I feel it packs the most punch for the price. If you're going to only get 1 AP item, it might as well be that one. Not much else to say :D

That's about it. Thanks to Punnett for the great item build over on Leaguecraft. Feel free to make any suggestions and be nice; it's my first attempt at a build/guide ^_^