Well, you generally don't want to be going boots/pots on support. The problem with playing support at low-mid summoner levels is that the role has always been pretty dependent on having the correct runes and masteries. Especially in season 3, the difference between a support with masteries and a support without masteries means the total biscuit, the scout ward, and bonus starting gold, not to mention free gold when you harrass other champions (assuming they build utility).
Season 3 support masteries allow me to start with a faerie charm for mana regen, a crystalline flask, the total biscuit, and a single health potion for sustain, and a sight ward and the scout ward for vision. It allows me to stay in lane despite taking, and in return giving, an impressive amount of poke.
Unfortunately, until you gain at least a few more levels, you won't have the necessary mastery points to do this, but you can achieve a similar effect buy starting with a faerie charm, 2 wards, and your choice of health and mana potions. If you notice that the enemy team has no jungler, or has a jungler with weak ganks, you can build a Doran's shield instead, since the usefulness of wards will be limited.
You said you were planning on building tanky masteries anyway, and if you do that you will probably be buying that anyway, I personally just prefer utility since they provide a huge advantage early game, which is kind of your job. Late game your usefulness will be limited to warding and crowd control. Besides, I find Naut's shield usually absorbs enough punishment (Speaking of Naut's shield, it's a great help against the poke and harass you mentioned. I like to max it first so you can take a lot of damage for your AD carry. Pop it if you see your opponents trying to make a move).
As far as items after the start go, you want to be getting more "support-y" items. On your first back, you should build that faerie charm into a philosopher's stone, which will allow you to get gold without getting last hits. Get your boots here too if you can. If you're behind, you can even build a Kage's Lucky Pick afterwards. This will make up for getting less gold from assists and dragon. The great thing about Kage's is that it builds into the Shard of True Ice, which retains its GP5 bonus, unlike items like Shurelya's and Atma's.
After that, a Sightstone is really important if they have an active jungler, followed by tier 2 boots (situational) and an upgraded Sighstone. Generally you don't want to get Warmogs on a support because it's really expensive, and you get health from your support items anyway (Randuin's, Shurelya's, Runic Bulwark, Ruby Sightstone...), but Naut really likes health. You could certainly experiment with it.
Kindlegem is great though, if you plan on building your Philo into a Shurelya's. Finally, there's boot enchantments, which don't really matter all that much on support. Pick up something like alacrity or captain.
Good to see people actually playing support Naut. I don't think people realize how well bot lane suits him. He's got a displace/gank escape on his Q, an exchange tool on his w, an aoe slow on his e, and a n excellent chase tool and team disrupt on his ult. I'm sure someone will correct me if I forget something, or elaborate on what tanky masteries can do for him, but that's all I've got for now. Good luck.