This guide is meant to be a more team oriented game guide for Nunu. It is less tanky than many of his builds, but this is so he can support not only with buffs, but by blasting the living hell out of enemy champs. This will probably net you more assists than kills, but that is the point. It is designed for team players, not those who just want kills. This will greatly assist your AD carry or other AD champs so that they can get the ball rolling.

Pros

Great Damage Ratio's, with his ult being ridiculous late game
His ult can be used from the bush without being revealed
Higher than normal health for a Mage
Automatic slow with all his damaging abilities
Good buff for AD champs, and it will affect him too
His Q (Consume) is great for farming and keeping him in the lane for extended periods of time

Cons

Has no real escape mechanism
Unless he can surprise a champ or get his ult off, he usually requires assistance to get kills late game
His ult can be canceled early rather easily by enemy CC

It may seem odd that I build so heavily in the Offensive tree with a support role in mind. There is one reason for this: Fear. The damaging build provides a significant means with which to terrify enemies into retreating. This also helps with Consume, allowing you to heal more. If you really want more health, you can take 2 in Resistance, 2 in Hardiness, 4 in Durability, and 1 in Veteran's Scars. However, personally, I prefer the Utility Masteries to keep his Mana up early game. While his passive is nice, it does not always proc as much as I would like.

As for runes, again, high AP focus. If you want to be more tanky, again, you can swap out Seals for flat Armor and Glyphs for Magic Resist per level.

Heal - I know, I know, I know. People make fun when Heal is taken. It seems especially peculiar since Nunu has Consume. The reason is not to heal Nunu, but to heal team mates. This is a support build after all.

Flash - Nunu has no natural escape mechanism unless you count his rather small speed boost from Blood Boil (however champs with gap closers and CC will make this relatively pointless). Flash gives that little oomph necessary to get the hell away when the chips are down.

Possible Alternatives

Clarity - If you want to go more tanky, then you can swap out Heal for clarity, as Health will not be as much of an issue, and you will be able to more readily intercept enemy champs for the sake of your comrades, so they will not need as much healing.

Ignite - If you feel more confident, you can instead take Ignite, as it will help finish off stragglers, but personally I do not like to use it as a support role.

Starting Off

Doran's Ring - Simple, but elegant, Doran's Ring provides sufficient benefits early game to keep your damage and health high enough to stay in the fight. The Mana Regen is greatly appreciated.

Trip #1

Catalyst the Protector and, if you have the gold, Boots of Speed - This will provide you with some more staying power in lane with your partner. At this point, a lot of your time will be spent buffing your AD partner, so AP can slip down a little bit here. With any luck, this will lull the enemy champs into a level of complacency, as they may find your damage negligible compared to your AD and forget to purchase Magic Resist.

Trip #2

Rod of Ages - This will give you some AP and some more health and mana, which is always nice. Good to build it early to reap as much benefit from it as possible.

Sorcerer's Shoes or Ionian Boots of Lucidity - Well, this depends on what the enemy champs do. If you are still doing respectable damage, build into the boots of lucidity, as the CDR will help you keep a champ slowed and get your Ice Blast off more. If you need a damage boost, Sorcerer's Shoes are nice.

Abyssal Scepter or Will of the Ancients - You will eventually want to build both, but Will of the Ancients is great if the enemy still has forgotten to build Magic Resist. Not to mention the fact that it will greatly aid Consume. Abyssal Scepter on the other hand is great especially with other AP champs, since it lets you pierce Magic resist while giving you magic resist as well.

Rabadon's Deathcap - It may seem odd to get this late, but again, you are mainly support. This last little oomph will help finish Nunu's blasting capabilities and make his ult even more ridiculous.

Optional Items

Spirit Visage - You can replace Doran's Ring with this. It gives some more CDR and combined with Will of the Ancients, it makes Consume ridiculous, as you will heal well over half your health with a single casting.

Thornmail - If you decided to go more tanky and the enemy team did not build up magic resist, thornmail is lots of fun. It can be especially humorous if you pop your ult, since AD champs have a tendency to try to frantically kill you before it can finish casting, and as a result they will beat themselves to death.

Athene's Unholy Grail - Nice for both CDR and mana. While Morello's Tome gives better CDR, you will appreciate the AP a bit more with this item.

Early game is about picking your targets. You will probably be stepping in and out of the fray quite frequently. You step in, Ice Blast, and step out. You can farm if you are not being harassed, and hopefully it will proc your passive to help with mana. Once Consume is available, you can use this to last hit minions and be a bit more bold with your attacks. While you are not as tanky as other Nunu builds, if necessary, you can try to interpose yourself between an ally and a chasing champ if necessary, hitting them with Ice Blast as well to help slow them down. Basically, however, you want to farm when able.

Once you get Blood Boil, you will be keeping your AD laning partner buffed as much as possible. I found it rather useful especially with champs that are already fast (like Master Yi), especially combined with Ice Blast.

Once you get your ult, you can be slightly bolder, stepping farther forward. If you are surrounded and/or are somehow unable to escape, pop the ult. If it does not scare an enemy away, you will at least do considerable damage to them and your partner might be able to finish them off. Just make sure to wait for the enemy champs to blow any CC they might have, so you are not interrupted unless you are killed.

Try as best as you can to stick with your group, buffing whoever can benefit most from Blood Boil. This will help the team eat through turrets much faster. You will find damage will begin to taper off a bit at this point. Your abilities will still have very useful CC and still be respectable enough to pose a threat, however. Teamwork is very important at this stage, so stick with your team. Only hunt down lone champs on your own if you are absolutely sure they are alone and your team is able to handle themselves elsewhere. Also, be sure you can get the jump on them, because a straight up initiated fight will typically end up with them either running away or worse.