First off, don't follow this build blindly. That would be stupid. Be smart, think about the composition of the enemy team. If the enemy team is doing physical damage, get some armor, try going for Zhonya's Hourglass earlier than you would. It's not that hard.

Absolute Zero(R) does 625/875/1125 +250% of your AP. So fully built at lv. 18, Absolute Zero(R) does 2275 damage, AKA death

Don't harass before you have bought Catalyst Protector and have gotten Ice Blast(E) to at least lv3. Ice Blast(E) scales 1:1 with AP, so the damage will quickly add up.

Bloodboil(W) is really the only spell that you should always be using, but only after you have the Catalyst Protector (CP for short). Bloodboil(W) should be used on your laning partner, because it will give both of you attack speed and movement bonuses.

This is pretty straight forward. Get your Magic Pen because it will rape some ****, especially early game. CDR because you ulti has a 150 cooldown, which is not fun, make it count. Quints are for, again, early rape. And some AP never hurt anybody, but helps when you get your Consume(Q) up at the early levels.

You will find that with such a low mana pool early game, the mana replenishment will be great. Hopefully you will be able to utilize his passive, which, after 7 physical attacks, will cause your next ability cast to not require any mana.

Look at the page. Obviously, I go for 9-0-21, to max out the magic damage that you will put out. Some people may try to tell you to try to tank Nunu in 3v3s, so you should get more utility masteries, but the reason Nunu works so much better in 3v3s than in 5v5s is because the damage output of the enemy team will be SOOO much less in a 3v3, you won't have to invest in too much defensive items or masteries.

You get Sorcerer's Boots because they give 20% magic pen, enough said. You should get the Sapphire Crystal if you can't afford the Catalyst Protector, because this champ in particular has a tiny mana pool. Fortunately, especially after getting the Catalyst, that won't be much of a problem. Void Staff and the Abyssal Scepter come before the Deathcap because with the void staff giving 40% pen, and the scepter reducing the MR of nearby champs by 20 (basically when you use your ulti) they'll die. The Deathcap is not really even required until the end, if you haven't won already from them surrendering to your wrath.

Pros
-88.5% magic pen
-You can harass to the extent that you starve the enemy team of gold, while you farm your happy little *** off
-Playing smart, you can get at least 5 kills before your first death
-The health from RoA will make you pretty much unstoppable with your damage output.
Cons
-Is not foolproof, that is, if you suck, you suck.
-If both of your teammates suck, you may still lose
-They will (if they're smart) eventually start to focus you

First and foremost, if you are going to try (and probably succeed) at killing somebody, make sure that you have your Bloodboil(W) going, AND THEY ARE CLOSE TO HALF HEALTH. YOU'RE ULTIMATE WILL BE A MISERABLE WASTE IF THEY ARE AT FULL HEALTH. The cool think about Bloodboil(W) is that the effect of it lasts the duration of the cooldown, so, in theory, though it will drain your mana really fast, so don't do this early game. But, back to the killing thing, have BloodBoil(W) going, run at them/right-click behind them, use Ice Blast(E), and run behind them because you will out pace them with the speed boost from BloodBoil(W) and with them slowed from Ice Blast(E). This is the awesome part. Get almost a centimeter past them and then pop Absolute Zero(R). The reason for getting past them a little is so they can't escape out of it. When the ulti finally does the insane amount of damage, if they aren't dead, hit then with Ice Blast(E), keep chasing them down. This will usually ensure you a kill, and the enemy more often than not will be forced to waste their flash, or die through the excessive CC nunu has.

An awesome thing about nunu is that he can SLOW, and then use his MOVEMENT SPEED BOOST to get into melee range. Which opens up the question of an AD nunu, goes it work? But the answer is OMFG NO! AD NUNU DOESN'T WORK. I can say this from experience, I've tried.

This is where the second bit of magnificence will reveal itself. Once your Ice Blast(E) is high enough, harass the opposing champions (unlucky enough to be in your lane) like a mofo, the second the cooldown is over, hit them again. Most players, after taking five shots from that, will start to become very cautious. On top of the fact that sometimes, and they can't tell when, after you hit them with Ice Blast(E) you run at them, past them a little, then pop Absolute Zero(R), absolutely destroying them, you will dominate the lane. Every now and then, chase them back to their turret if it's safe, which will prevent them from farming OR getting experience. At just ten minutes into the game, the enemy team will be hating life, wondering why Riot doesn't allow surrendering so soon.

Use Bloodboil(W) on your teammates, which gives them the attack speed boost (65% at 5) and movement bonus ALONG with yourself. They'll appreciate it.

I really hope that this build works for you. Just having an awesome build won't make you good, you have to play somewhere from decent-to-great to pull this build off well. If you have any feedback, please voice it. Have fun and don't die.