Not sure if you still even read this since its been like 6+ months since you've posted itt, but I've picked up nunu and have been crushing so far at plat 4. Few questions if you ever read this:
Are you still running 0/30/0 and maxing Q? Looking at
http://www.probuilds.net/champions/Nunu it seems like pros go either 9/21, 0/21/9, or 0/9/21. I've had most success with 0/9/21, the MS, buff duration, mana, extra starting gold for a ward, sum spell cdr and cdr have all been really helpful. I start 1 biscuit 1 ward and immediately run and ward the buff I assume the enemy isn't starting at, which usually nets me a 3 buff start going small camp->my buff->their buff
Also, pros are almost all maxing E first, or getting lvl 2 Q and then maxing E, or getting 3+ levels in E and then maxing Q. Basically, no one is maxing Q is what I'm saying. Still worth it iyo?
Finally, I'm having trouble figuring out which smite to use. Pros seem to be either using chilling smite or sometimes rangers and i see the benefits of both. Nunu doesn't need rangers since he has Q to heal, but his mana pool sucks even using his passive, and rangers also helps quickly clear your own camps and take enemy camps. However chilling gives you better ganking and a tiny bit more damage.
I'm using MS/AS/armor per level/5% cdr + mr runes too, and going upgraded smite + boots->sightstone->cinderhulk->locket/RG/armor->locket/RG/armor or something like that.