Based on my own experience and talking with top EU West players.
You can get somewhere Spirit Visage, 2 Doran's rings or Wriggle's lantern. Auradin is the best way for Nunu. On 5v5 Nunu should goes on bot as support or to jungle to counterjungle weaker junglers. His insane utility (55% AS for ally, 60-75% slow, 55% AS slow with frozen heart, 900 heal on minion with double WotA and abyssal scepter) makes him very good pick. On 3v3 he is near OP, because he is the best counter vs Trynd, his harassment from the jungle is also very good (go on lane, send snowball to enemy, buff ally, back to jungle).