The thing that can be confusing about the "naive" approach is that you may accidentally only show that the function is constant on coordinate lines through $w$ (this is what I did at first). So you need an additional idea.
Let's go through it:
Recall that a holomorphic function $f: U \subset \mathbb{C}^n \to \mathbb{C}$ of several variables is one that is continuous, and which has, for all $a = (a_1, \ldots, a_n) \in U$, $f(a_1, \ldots, a_i + z_i, \ldots, a_n) = f_{i,a}(z_i)$ is holomorphic (as a function of the single variable $z_i$).
Suppose that you have found a point $a$ so that $|f|$ attains a local maximum at $a$. Then $|f_{i,a}|$ each attain a local maximum at $a$, hence $f_{i,a}$ is constant (in the component of $U_i \cap V(z_j = a_j, j \not = i)$ containing $a$) by the one dimensional theory.
At this point we have shown that $f$ is along the coordinate lines.
How can we fix this? The idea is that, instead of studying each axis separately, steadily build up the variables that we know $f$ is constant in.
Assume that $U$ of $a$ is a neighborhood so that $f(a)$ is the maximum value in this neighborhood.
Consider first $f_1(z) = f(z,a_2, \ldots, a_n)$. This achieves its maximum at $z = a_1$, and is therefore constant. Since $f_1$ is constant, if $a_1'$ is near $a_1$, then $f(a_1',a_2, \ldots,a_n) = f_1(a_1') = f_1(a_1) = f(a_1, \ldots, a_n)$.
Thus, $f$ also achieves its maximum at $f(a_1', a_2, \ldots, a_n)$. Hence, $f_2(z) = f(a_1', z, a_3, \ldots)$ achieves its maximum at $z = a_2$, and so $f_2$ is constant by the one dimensional theory.
Together, these show that $f(z_1, z_2, a_3, \ldots, a_n)$ is constant in a neighborhood of $(a_1, a_2)$.
Now we have the freedom to adjust both $a_1$ and $a_2$ a little bit, and we can finish the proof by induction.
Actually this is explained, probably better than I am explaining it, in these notes: http://www.jirka.org/scv/scv.pdf
But letting $w$ vary, $w+zv$ spans a neighborhood $D$ of $w$ in $\mathbb{C}^n$ thus $f$ is constant on $D$.
– reuns Jun 30 '17 at 00:07