I pretty much never get warmog's due to the fact that it simply is too much gold invested on health while not providing anything else. I'd rather get a dual-purpose item like randuin's, sunfire, rylai's, etc etc. This way I get health AND something else as an added benefit. Cho'gath has enough direct health that you don't need it most of the time. If you're really in need of getting more health, you should first ask yourself is more resistances wouldn't help more. If you have the resistances but are just taking too much chunk, then warmog's CAN be a good item. It's just a really niche case.
Frozen heart is super good on cho'gath due to his innate mana-hungry style and the fact that cdr -> more cc -> winning. Visage is less of a must-have than quadz seems to be saying. It's a solid mr item that gives cdr. Making it a decent item on cho, but it really depends on the enemy composition. If they're really ad heavy with one ap damage source that won't be hitting you anyway (for example: leblanc). you can generally get away with just mercs for mr or even go abyssal instead of visage to assert more damage presence. Visage rush is primarily one of two things: your enemy laner is a sustain whore and you need more sustain cuz farm lane or you're against an ap. Or both (fucking vlad).
Other items that can be of varying usefulness include wit's end, nashor's tooth, and the like. The attack speed synergizes with cho's e, and each one has an additional bonus (nashor is cdr, wit's is mr).
Randuin's is okay in a lot of circumstances, but if the enemy team isn't ad heavy, you can usually settle for frozen heart to help shut down their auto attackers without being directly on them and prioritize more for damagey or mr based items.
Primarily, the core straight resistance items on cho are frozen heart for armor and visage for mr. If you're prioritizing a bit more toward the damage side, you can technically build atma's / wit's / etc. Not a fan of atma's but it's possible.
If you're aiming to just afk push a lane, sunfire cape is extremely powerful. Meanwhile, items like rylai's and abyssal can help you if you feel the need to assert more presence in teamfights than you already do or you have an ap heavy team that doesn't want to build abyssal. (A la lux + sej jungle or something)
The primary goal of a tanky cho'gath is to prioritize items t hat directly benefit his utility: cdr is king. If you hit 40% cdr, that's a knockup roughly every 5 seconds. And a silence in about 8. This shit becomes ridiculous in drawn out teamfights. Not to mention that your ult can be used at the start of the fight to initiate it's 34 second cooldown so you have time to use it AGAIN.
Some generic cho tips: feel free to use your ult on enemy laner once you've hit six feast stacks. You don't need to hold on to it. Just nom the fucker and make them b and lose more cs or kill them when it next comes up. Max w, and you'll win every trade ever cuz you have a three second aoe silence that is practically guaranteed to hit with a base damage of 275. Try to avoid using your q much in lane, it eats up a fuckton of mana. Cho'gath's passive is extremely potent in lane because you can use it while trading: your e hits in an aoe, your q hits in an aoe, your w hits in an aoe. If you position yourself well, you can heal *while* fighting someone. You can even use your e to harass while farming. Cuz swag.
Priority in teamfights is to silence any casters that want to get on your squishies: diana, kz, leblanc, etc. Then knock them up so your adc can get some distance. It is not a bad idea to nom the fuck out of an assassin fter you silence them to make them a scared lil bitch. It's proper cho'gath manliness. Once you've cleared the back line divers, your priority is to ignore their cc whores and just zone the fuck out of their back line with your powerful aoe and huge swinging
dick
claws.