Build and Runes
It’s imperative to disable (silence/stun/knock-up/displacement) him when he starts channeling his ultimate – otherwise you will take tons of damage.
If you’re brush checking and you’re suddenly slowed, Nunu might be channeling his ultimate inside a brush.
Banshee’s Veil is extremely strong against a Nunu because he only has his Iceblast to stick on you.
Fight Nunu away from minions and jungle monsters to deny him his heal.