What is it? I'm interested in learning him.
Well, it all depends on the enemy team to be honest.
But some of the key items:
Boots of mobility
Wards
Aegis of Legion
Trinity Force
I usually get quicksilver sash, randium's omen, and shuriya's reverie, for those 3 actives plus some extra resistance. But you could easily replace these.
Quicksilver sash and his ult are great for luring them into throwing CC on you. After you use your ult, they usually think "okay now i should be able to stun him without him escaping" then you pop QSS and reverie and watch as your team cleans them up, while you can also stun, auto attack, and headbutt because of the ult+trinity force. with ult, aegis, and trinity force, your AD is 620 after each skill being casted. That's quite a bit for being a tank, especially without atmogs.