As an ADC, regardless of what you build it should be built to maximize your damage effectiveness. The only useful defensive items are to help you survive burst from assassins and to help you survive drawn-out duels with bruisers and tanks. I list my favourite ADC items in the order of effectiveness, from my experience. I would say this advice applies appropriately to Kog'Maw.
For this purpose, number 1 on my list is Phage, as it's a gold efficient health buffer to reduce burst potential on you and boost your AD. Most importantly it gives you movement speed after you auto attack and kill or assist. Although the movement speed bonus is halved on ranged characters, 10 flat movement speed is still extremely helpful for kiting and chasing. In most situations as an ADC you should be dealing damage as you're running away in order to dissuade your opponent from chasing you and to lifesteal, and this is especially important on ADCs who have escapes that depend on auto-attacking (Vayne's Tumble is great for kiting but doesn't reset cooldown until you auto-attack) or casting spells that apply on-hit effects (Ezreal's Mystic Shot procs Phage and also reduces the cooldown on Arcane Shift to help him escape). Constant kiting/stutter-stepping is key to success as an ADC, and no defensive item other than Phage helps an ADC do this better.
The disadvantage with Phage is that it can only build into Trinity Force, which is only ideal on ADCs like Lucian and Ezreal. However, there's no problem with keeping Phage in your inventory while you work on more important gear, and then when it's your last piece of gear to upgrade you can decide whether you want the full Trinity Force or to sell Phage and replace it with something else. For example, look at how this Caitlyn grabs Phage to improve their kiting potential and continues to build the rest of their core. Without the Phage they would have easily been caught by all of the CC directed at them, and they only have one Flash to spare.
Like Phage, Quicksilver Sash is a good item to buy that you don't necessarily have to finish. It's a little more situational, but if you're against champions like Zed or Malzahar, then it's essential for removing their ultimate effects on you and any DoTs. It's also effective against a lot of hard CC like Leona. You want to itemize it when it specifically counters a champion's mechanics and your opponents do a fair bit of magic damage. The upgrade Mercurial Scimitar is incredibly expensive and not very gold efficient, I recommend saving it for last. If you just want to absorb more magic damage but you don't necessarily need to clear debuffs on you, you can opt for a Hexdrinker which itemizes more AD than a Quicksilver. The upgraded Maw of Malmortius is also a gold efficient upgrade.
Guardian Angel is another option, but I find it rarely functions well in solo queue. Your team is usually not coordinated enough to guard your body effectively, so the revive is wasted. The only benefit of the revive is the 3 seconds of revive time that might disorganize the enemy team while they decide what to do. On the other hand, what Guardian Angel does provide is armor and MR, which scales with your base HP and any additional HP you've already built, but more importantly scales with the lifesteal that you will definitely build. Armor and MR increases effective HP, so every point of life that you lifesteal will be more effective the more armor and MR you have. Guardian Angel is not very gold efficient, but there are few options for building both armor and MR in a single item.
Frozen Mallet is a decent defensive item, allowing you to kite certain bruisers and tanks extremely hard. The health buffer is also large enough to prevent most assassins from instantly bursting you. However, the gold investment of 3300 before you get the passive slow (which is the key component to an ADC) is extremely high for a defensive item, so it won't benefit you very much until it's completed. Also, the slow is only effective against certain bruisers, tanks, and assassins - Olaf, Riven, Lee Sin, Malphite, Master Yi, and a few others aren't affected by slows very much because they can close gaps very quickly or slow you down. If the Frozen Mallet can't create a buffer between you and a bruiser then it's not being very effective, and this is often the case. Choose it based on who your opponent is playing.
In general I don't approve of Warmog's Armor. It has its time and place, but ADCs rarely benefit from the life regen and you should have good lifesteal to keep you topped up. The HP is great for surviving burst but I think Frozen Mallet ends up providing many more stats for the investment, so I would prefer Frozen Mallet is most cases.
Spirit Visage is great against heavy AP teams. It increases your lifesteal effectiveness and also increases your damage output for damage based on cooldowns, which includes most ADCs. However, this is extremely situational, and I would only use it when I'm against 3 or more AP champions who are outputting a lot of damage. In that case, a Banshee's Veil might prove more effective at reducing their burst, so you have to decide which will work better. Keep in mind that the passive health regen on hit from Banshee's Veil can out-value the 20% increased lifesteal from Spirit Visage if you are capable of kiting most damage after an initial engage.