Undying is a tanky teamfight hero that has lots of ways to keep himself and others alive while generally being a nuisance to enemies. Because of his skill set, you want items that will further make him hard to kills, such as magic wand, Mek, Pipe, or Vanguard, depending on the enemy heroes.

Make sure max out Tombstone ASAP and use it in combination with other abilities so that you can get kills, and drop it REALLY FAST if you get ganked, so the zombies can build up. Decay as often as possible too.