Amun-Ra should start off with some health regeneration and an Iron Buckler to fend off early harassment. Because health increases his survivability, fuels his spells, and increases his damage, Helm of the Black Legion is a core pickup. Steam Boots set to strength is your best mobility option, as Path of Destruction's short cooldown will provide enough mobility to not warrant Ghost Marchers. Further damage mitigation and anti-magic protection in the form of a Shrunken Head or Shaman's Headdress may be desirable against caster-heavy lineups, but Amun-Ra can generally start dishing out damage with relative impunity as soon as he obtains his Helm of the Black Legion. Behemoth's Heart is the ultimate luxury item, greatly increasing his health and health regeneration and thus increasing his damage output in turn.
Prioritize leveling Ashes to Ashes as your primary skill, as it provides a great regeneration bonus and high AoE damage when the buff is sustained. Grab at least one level of Path of Destruction for the mobility early on, as it is your sole stun and escape. Whether you want to max out Path of Destruction or Ignite first is entirely up to your playstyle, though Path of Destruction tends to deal more damage at earlier levels. Obtain Pyroclasmic Rebirth as soon and often as possible, since it effectively provides you with a free extra life so as long as your opponents do not counter you with Puzzlebox or Nullfire Blade.