At the first buy your Ruby Crystal, Lane for a while try not to die until you have enough for your Giant's Belt. You should be around level 5-6 with about 1.8k health. Get your Regrowth Pendant and finish off your Warmog's Armor. Depending on what the other team has (More Caster than tank or more Melee than caster is where you should buy your Boots Ninja Tabi for melee and Mercury Thread's for caster.
At this point you should be around level 10 and should start working on your Sunfire Cape's. Buy the Giants Belt first then try and buy the rest in full. Same goes for the 2nd Sunfire Cape. If the Game is still running on get a Atma's Impaler it gives more armor and will increase your damage by 87. (Total of 195 damage not bad for a tank.) Then last but not least is the Guardian Angel A nice revive spell and helps keep you in the fight if you die. If you don't get it don't worry about it.