A former paladin of great renown, Abaddon fell into darkness during the invasion of the burning legion, becoming possessed by many demons, corrupting both his soul and his powers. Now a Death Knight set high in the Lich King's hierarchy of generals, he rides into battle against impossible odds, never stopping until he reaches the World Tree itself. Whether enhancing his own fortitude with a shield of dark energy, or using his life force to aid in combat, The Lord of Avernus leads the armies of the Scourge ever onward, Forever locked in combat with the forces of good, and his enemies who were once his greatest comrades.
Abaddon can play defensively as a support with Aphotic shield and Death Coil to heal your lane mate, or he can play aggressively with Frostmourne and using Death Coil to harass the opponent. Both ways are effective and it all depends on what heroes you are facing and what heros are on your team. With the defensive build max out Aphotic shield and Death Coil then Frostmourne last. If the laning opponents are rather aggressive spell casters max out Death Coil first however if they are physical harassers max out Aphotic shield first. For the aggressive build get a level of Aphotic shield at level one for survivability purposes then max out Death coil followed by Frostmourne then Aphotic Shield. For both these builds take Borrowed Time whenever possible.
Even if Abaddon is playing aggressive try to avoid using Aphotic shield on yourself because you have your ultimate to protect you and you are quite tanky anyway and Abaddon does have some mana problems. You can use Death Coil to deny yourself if you know your are going to die. Frostmourne is quite useful at Roshan because it increases tour teams attack speed.
Abaddon does not require much items to make him effective however he does need to solve his mana problems. A ring of Basilius should help greatly with this and if it is not enough a Magic Wand is extremely useful as well. Boots and TP scroll are essentials on almost every hero. Abaddon can buy wards and courier for his team because of his cheap core build. Extension items that Abaddon can buy are Mekanism and Kadgar's Pipe of Insight which are both standard support items. Vladmir's offering is also good on Abaddon because it increases his damage, gives lifesteal and give armor which lets him tank a lot more.