Runes:
I prefer AP carry runes:
Magic Pen Marks
*flat* mana regen seals (Takes till level 10 for the regen/level to catch up, and by then you should have extra mana from items)
Flat AP Glyphs -- You can do AP/level if you want, but this lets you do a bit more early game damage, and you'll be getting a good chunk of AP later in the game anyways. I prefer to hit them hard early.
OPTIONAL: Magic Resist/Level or Magic Resist/Flat. These are always a good backup since the only early MR will be boots if you're getting your butt kicked frequently.
Flat AP Quints -- Same as above.

Not to mention, flat AP are getting a buff next patch and armour/MR are getting a nerf in runes. So this makes you hurt more in the long run and keep them afraid to approach.

Items:
Think about the order. If you're facing two+ AD champs, get a Chain Vest before Large Rod, or even before Tier 2 boots if you need it. If you're facing two+ AP champs, get Negatron Cloak early, around when I said above.

C-C-C-Combo:
USE ZONYA'S RING. It's the best thing ever. Initiate by flashing into a group (make sure your team is behind you and ready) and ult! Press the numberkey right away, because people try to stun/knock you up immediately. And that would suck. When you get good, use this to your advantage and stall a second before using it to draw them in for even more damage. Learning to use the item itself will be difficult as it is and you'll naturally have that delay for a bit :PThen blood boil your burst champion on your team, ice blast and back off a bit and wait for cooldowns. Rinse, repeat, and hopefully win the team fight.

Last hitting:
Just do it. Learn how much you take off with your auto-attacks and go for it. Your bite, too.

Skill order:
If you're getting harassed a lot and they're squishy squishy, level up Ice Blast. If they're tanky, level up your self heal. If they're melee and tanky, do blood boil and self heal evenly for a couple levels then go back to Ice blast. Blood boil, run in and eat a minion, ice blast the champ if you can, run away.

WARDS:
Fuggin buy them. Everybody's responsibility. I prefer to place them a little bit before dragon/near blue, slightly past the "gank bushes" so you can see them come from YOUR jungle AND their jungle. It also gives you time to react if you see someone coming up from river. If you see the enemy champ warding dragon or the gank bushes, buy a true-sight ward. It's so worth it. By destroying the ward (3 hits) you get +25 gold back anyways.

Last thoughts:
I'll probably update the 2nd Nunu to have a more early-defensive build items first then things that build into bigger stuff. 3rd Nunu will probably be a more tanky//HP-laden Nunu to try out with more defensive runes. You'll want to do that if you have an AP carry//burst champion like Akali, LeBlanc, or mid-Morgana. That way you'll help initiate with blood boil or flash.

Also, if you're catching up to a team fight, it doesn't hurt to WAIT to ult. Often enemies will converge in groups of 2 or so to take down a single champ. Wait for them to use their knockup/stuns and THEN ult. Two champs at 1k+ damage and protecting your squishy is better than using it too soon and only getting 200 damage to 4 champs.

PRACTICE :D