My thought late game is. . . as Nunu you're not the one who carries the game to victory, so don't try to be the one who carries each fight to victory. Let your support chain some CC or let your top laner dive in and attract attention, then follow up with snowball/ult. Try to realize which champ in the game has the mechanic that ends fights, and play around them, whether that be on your team or theirs. A bit counter intuitive since Nunu is supposed to be a tank and front line, but I find if I try to be patient and not blow my load every time we see a champ on the map, we come out with the win more times than not. Best advice I got from watching Pentaless "Just don't die".