First of all i want to tell you that this is my first build so idc if it's that bad :]
I used this build once when i played nunu and i was really amazed how such a random build i just thought of will work so amazing.
So let's get started...

Of course for a tank i take 21 on defense and 9 in utility, best way for a tank.
makes it easier at the start :] and besides i don't thik it's good if you put on offense if you're playing a tank... right?

For soummoner spells i take flash and heal. Flash is the perfect combination with nunu's ult.
flashing from a bush to your enemy team and using your ult will be a killer in team fights.
Just watch out from cc. if your enemy team has a lot cc i suggest using flash in a different why like killing an escaping master yi with ice blast + a few physical attacks with blood boil.

Heal is a pretty helpful spell considering you're a tank and your goal is to save your team mates and take as much as damage as you can. if you and your team have low health you can always use heal + consume to get a lot of health.

Your goal is to stay in lane as much as you can, so start of with a ruby crystal, later you'll upergate it to a warmog's armor giving you something around 1000 health more than any other champion (unless there's other tanks, but still a good lead)
after you buy warmog's armor buy mercury tread's for magic resistence, speed and of course 35% tenacity wich will help your ult a lot.
now you can either buy thornmail if you got a lot of physical damage takers on enemy team. or if you want more health and abilty power you should probably buy rod of ages.
if you have problem with ability power enemies like veigar buy force of nature instead of thromail, or both if you need.
if you buy a force of nature without thornmail (or thornmail without foc...) buy a rylai's crystal scepter. like rod of ages, it will give you even more health and ability power!
next one is up to you... you can buy guardian's angel for more armor and magic armor and of course the all known passive wich allows your champion each 5 minutes to revive apon death.
(i highly recommend this item because it gives a lot of armor)
or you can buy sunfire cape, insane hp and you hit your enemies around you 35 damage each second!

Pros: -hard to kill
-even when he has a lot of health, he can take a high amout of health with ice blast
-even trynd with a pretty good build couldn't kill me 1 vs 1 (i killed him)
-with this build, backdoor is so easy if you got a dps on your team
- most of this items include many items so you won't have to do recall and unable to buy anything with 700 gold...
Cons: -can't kill with reguler attacks
-can't backdoor himself (thanks to the last con...)
-an ap nunu can hit an amazing amount of damage with ice blast, this build won't allow that much damage. (still hits nice)
- expensive items

Most builds max out ice blast firt, and i'm with them. high damage + slow will make it easier for ganking. Blood boil is my 2nd maxed skill, it helps a lot when chasing an enemy and helping your friends escape, at the start you depend on ice blast and physical attacks so blood boil will do the work for you :]
i don't max consume first because i prefer ice blast and blood boil maxed than a rather minion kill+heal, BUT your job is to stay in lane as much as you can so if you realy need it... do it.