Consume allows Nunu to stay in a lane against ranged opponents, especially against 黑默丁格的H-28G Evolution Turret which can be destroyed with a single Consume. It also allows Nunu to be a fairly effective jungler due to its healing and true damage.
Nunu is a great jungler but an even better counter-jungler. With Consume, you can steal neutral creeps from the enemy jungler and easily return to your jungle route.
You can use Consume to heal yourself if a fight is not going your way, or to heal some health if you are trying to escape from an enemy. It can often help you avoid death if you Consume a unit while retreating.
Blood BoilBlood Boil has a 15 second cooldown and lasts for 15 seconds. It can be cast on an ally or minion (or just yourself if jungling) and you will still receive the same effect. You should try to always have the buff active.
Combine this with Ice BlastIce Blast to chase down a fleeing enemy or escape a pursuer without a gap closer.
Regardless of whether you can channel the ability for its full duration, Absolute ZeroAbsolute Zero is still an AoE slow and attack speed debuff that could affect the outcome of a teamfight or small skirmish.
An effective skill order when playing Nunu as a support is to get one level of each skill, immediately improve Ice BlastIce Blast to level 3, and max out Blood BoilBlood Boil as soon as possible afterwards. This leads to the best combination of harass and utility to make him a useful laning partner and contributor in teamfights.
When supporting as Nunu, make sure to be a bully in lane by constantly harrassing with Ice BlastIce Blast and making the enemy target you. It is easy to use Consume on cannon minions without taking CS to recover health. If the enemy duo decides to focus you and spend CC, use Blood BoilBlood Boil on your carry and fight. This strategy is effective, but can be mana heavy, so be sure to regularly power Visionary on full health minions.
With defensive masteries, runes and a Rod of Ages, Nunu can be a team's tank without any tank items thanks to his high health gain.
Because Absolute ZeroAbsolute Zero can be interrupted with a silence, stun, etc., a Banshee's Veil is a very useful item, blocking the first CC application and giving a better chance of completing the channeling.
His laning phase is one of the hardest to counter, due to his spammable Ice BlastIce Blast and his Consume that restores his health and gives him a single minion kill and his Visionary that allows him to stay in lane for a very long time.
Although he has high survability he's mostly dependant on his Consume to stay in lane so mana starvation will render him weak. Constant harassment in lane will force him to use his spells when Visionary isn't active, so he'll be left with no sustain apart from Health Potions that he may have bought Do that often enough and he'll have to hug his turret till his mana regens, or even be forced to recall if you can harass him under his turret. Because of this, a champion that relies on auto attacks makes a great lane counter. Examples are Caitlyn (Decent range, and her Piltover Peacemaker can harass him under a turret), 20pxTwisted Fate (Crowd Control, and the range of his Wild CardsWild Cards is high enough to easily harass him under a turret).
When you see an enemy Nunu going to a brush, take care of face-checking it. He might start channeling Absolute ZeroAbsolute Zero if you get too close.
Nunu health stats are naturally high, even without any health-giving item. Investing in a Madred's Bloodrazor can counter this.