This is my first guide ever on Dotafire, so please throw me your criticisms! I've only started to use this build for the past week or so, and it has proven to be really effective.
Everyone seems to be saying that Sven is the man with the balls of steel (well I guess that is true because Tiny isn't a man), but Tiny better brings across my impression of manliness.
Tiny is a rather item-dependent hero who leverages greatly on his mana pool, so you want to get your items to:
1) keep your mana pool up and sustainable, accessible at all times
2) keep your health bar up as well
Although Tiny IS a tank, and it's really pretty damn hard to chomp down on his health, you will want to prevent time wasting by heading back to base. Now, on to some of the brief specifics!
I've been experimenting with the starting game items, and 9 tangos may seem a bit too much for some players. I don't get health pots because it's not really necessary for Tiny, since if your health really goes down that much (from an early game gank), you probably will run out of clarity pots as well.
2 clarity pots are more than enough to sustain you for your early game. Don't spam your stun unless in a gank with a teammate who knows what he's doing, because your damage isn't that significant unless near a tower.
Iron Branches are to prep you ASAP for your Magic Wand, which will sustain your mana for a short period before you actually get your Arcane Boots.
The first thing you want to get is your Magic Wand, because you will be dry on mana early-on. I'd rather get the wand than your Arcane Boots first because Tiny is slightly tanky by the time you get to lvl 4 or 5, so running away is not a problem unless it's an exceptional full-fledged gank.
Get your boots next for obvious reasons, and from then on save up quick for your energy booster and arcane boots. Your arcane boots are your bread and butter!
I get Bracers after arcane boots because you'll be in need of some damage boost. I used to try to save up for the Blink Dagger, but it's easier to gank and participate in team fights if you have some strength boost (and eventually, to get more gold).
Blink Dagger is a must, in my opinion, because Tiny is simply not fast enough. You can either play the role of the initiator, or if there's another initiator on your team, be the one to jump in halfway through a team fight, and watch how your opponents get crushed big time.
Aghanim's gets you your broom, and from then on you're pretty much an indestructible tanky a-hole.
Given Tiny's extremely slow attack speed, the first luxury thing I'd want to get is a Hyperstone, because it will really terrorize your enemies. They'll be expecting you to attack really slow, so they might jump in and try to run out to sneak an attack or two (like puny riki). And... well, you know what happens after that :)
The Ring of Health is not really necessary, but it helps you stay alive as the tank, so that's pretty important for your team.
Skills-wise, upgrade your Avalanche first, since it helps with early game ganking.
Toss comes in around mid-game, and is really fun to watch :D it's a very interesting skill, so experiment with it. Use it to kill running enemies, or to throw someone useful into the fight (tidehunter/sand king).
One sick combo that many people use is the sandking combo - throw him in after his 2s epicentre channel, and Blink in yourself to crush the survivors. Alternatively, I think it could work the other way, but I haven't really tried either.
For farming, use your skills sparingly early-game, because you will be very needy on mana. Mid-game onwards, use your skills as much as you need to get the gold, since you want to get your items ASAP. It's okay to go back to base to regen every once in a while, but be sure to get your items up.
Craggy Exterior is not really significant except for farming, but it does help with some team fights i guess.
In early game laning, you want to be as diligent as possible in getting the exp and gold, but avoid dying, as with all other heroes. Do not be affected by harasses, because - although you're tiny now, you're gonna be a huge-*** mofo late-game, and your opponents will be crying.
If you follow my build by buying 9 tangos, you should have more than sufficient health regen to keep you going for early game, even with some harassing from the other team.
Use your stun sparingly, and ONLY when you have to (i.e. near towers/escaping).
In mid-game to late-game, use your Avalanche and Toss to farm rapidly for your dagger and broom scepter. As there is cool-down (significant), ensure that there aren't any team fights nearby, or that you aren't in danger before using your skills.
In teamfights, you're pretty much the tank, so stay there and take the damage while your teammates heal you with their urns or butterflies.
After blinking in and doing your ****, your skills will be on cool down for a good 10 to 15 seconds, so your base damage does matter as well.
1) you can either extract yourself from the moshpit to blink in another time (but this isn't that good because your teammates will most definitely die and blame you)
2) or you could just stick around in there and dust people with your broom while waiting for your cooldown.
for these reasons, i like to get the two Bracers because they really make your base dmg more significant.
You will want to avoid playing against heroes who can silence your skills - for obvious reasons. And yes, most definitely avoid Anti-Mage, since he can chomp down your mana pool faster than you can cry for your mom.
Everyone else is pretty much squishy, depending on your playstyle.
In summary, Tiny can be an extremely fearsome late-game carry, but your play style still ultimately matters. Be conservative early game, and watch your opponents pay for harassing you earlier on late-game.