Originally Posted by ExecutionerKen
You usually want to put one point into W and max E, it gives you more damage and also have decent reduction on the minion damage in the jungle.
Addendum, once you're past level 4 and have 1 in Q, 1 in W and 2 in E, you'll want to max in the following order:
R > Q > E > W
R because it's your Ultimate.
Q because it's your only other disable, and causing disruption is more important for amumu than dealing damage.
E because it provides damage and damage reduction
W last because it only provides damage and it provides more damage late game than early game.