I'm posting this build cuz i really like nunu but i found it useless after casting ice blast and waiting for cd or after having ur ulti CCed.
So i thought about something to do to fill these downtime and with 65% (from blood oil) atk speed with manamune and right runes-masteries u can go "heavy" dmg just autoattacking slowed and feared enemies

Runes and masteries are both to empower main dmg (which obviously is magic) and secondary dmg (physical)
I use quintessence for armor pen and the really help you in melee attacks, the others are for ap power x lv except of seal, they give me some more health just not to die instantly when ppl start focusing you when u cast ulti

follow this was to buy items:
RUBY CRISTAL: give u some health which is rly needed at low lv..u must HARRAS heroes with nunu u have both clarity and free spell cast (ur passive) so u'll never have troubles with mana..besides if they hurt you just eata creep earn some gold and recover urself ^^
Recall and buy CATALYST (u'll always get a kill in the first 10 min if ur harras is good)
After it go for ROD OF AGES - then and ONLY AFTER rof buy boots..u dont need so much speed as u have blood oil and rod need to charge up
Manamune: u'll have enought mana when u buy this item to reach istant 150-170 atk dmg and this is not bad !

-Harras (spam ice blast): see what i wrote in ruby crystal
-Blood Oil: it's obvious u must cast it on ur ally (this empowers u 2)
-Consune: dont waste it to last hit minios..use autoattack to last hit...use this so trick ur enemies or get some hp when u'r low
-Ulti: it's not so easy to use nunu's ulti. First of all u'r not a tank remember! not a tank ! so dont run into and cast r...every kind of cc will **** u up. Try to use it while ur in bush...so no1 can see u casting.. u must talk with ur team and let fight start in a position favorable to your ulti. Besides not use it just for 1 enemy..u'll just waste ulti.. try to damage all opponents. Keep attention to enemies spell..if u see they have just wasted all their stun/taunt/ecc here's the time to cast ur ulti :)

After the 3 items above (the should be almost over) u can go rely's or another rod of ages..also rabandon's is good and zhonya's too. have ur choice it depends on enemies if they'r too squishy or they have massive spikes ecc ecc

Clarity - Teleport
I like these 2 spells cuz clarity always make me full of mana and i can keep on harrasing! i want my lane oppo on 0 minion kills, Teleport should save towers from mega randomly minions push and can be used to make some tricky like porting back to an enemy chasing ur friend and ulti him ! easy kill

Clarity - Ignite
At the begin u dont have much ad to finish ur oppo running away so ignite can be a nice way to get easliy a kill..teleport is just the way i like to play it not so needed as u can run to tower very fast with ur blood oil