I've found that he is pretty weak early game - until about 9ish. I second the bit about using tantrum as your last hit.
The gear that works well for me is:
start: Regrowth Pendant
return to buy full Sunfire Cape & boots - or any pieces along the way
That's as long as most games last, beyond that I start building Frozen Heart or a second Sunfire, depending on the enemy.
If the game lasts insanely long I'll get a Phantom Dancer - just for the speed really, for kicks, or a third Sunfire.
Once I get the 1st Sunfire I'm usually golden, the trick is getting to that point safely. A lot is going to depend on your lane, obviously :P.
Many players are surprised at how good Amu can be - I know this because they stand there and fight me then swear in /all when they die :P. Most players shouldn't be that dense, but you know, that drive to kill a hero (esp. one you think sucks) can override sanity and you can use this to your advantage.
Note: I'm in the early 20s level wise, and can't afford any T3 runes yet (i know, I should have saved, but I was/am a new player... learned the hard way). Were I to have a full book of T3s, my starting item would change. Not sure to what yet though.