Ok, I've tryed this out a couple of times, and it seems to be working well.
+1 from me ^^

The "items" thing is quite dreadful indead, i'll get to that as soon as I possibly can.
As fat as the skill order goes: the stun duration does not increase, it's true, but the amazing damage output you have will make pinning down a target a breeze, since it takes off 20-40% of the enemy's health. Why I don't prioritize the shield, is because if you fight a DPS champion, the 300 damage is taken off quite easily. Also, your incoming manoeuvre is quite predictable, seeing as you have a giant red particle floating around. Sure, a flash will prevent them from seeing it, but it also cuts off your escape mechs for 200+ secs.
As to the item order... I'm gonna play a few games, comparing the two orders. I still think though that getting Nashor's Tooth early provides more damage output than a Sheen will. The bonus ATK SPD, AP and CDR really make sure you can take a target on. It's not that hard to get a Nashor's very early in the game, since Sion is all about brute power.
Thanks for reading and commenting =3

-EmoN

You should really go a little more in-depth with this guide,and make it look better (not a big colorful wall of text). I didn't downvote or upvote (I don't like to downvote,and you need to fix these errors to get an upvote,also look at the first 2 comments to get a better image of what I'm trying to say) :)

Wall of text, no introduction. I don't understand that Nashor's Tooth. But, i do not play Sion or whatever. :P Just some critic, no votes or whatever. Hope you can do something with this.

OK, first of all, you have two "items" sections, fix that :P The first one is probably "skills" rather then "items".
Also, taking Nashor's Tooth is quite interesting. However, if you want to take it, I would reccomend to buy items in this order:
Sheen-> Stinger-> Phage-> Zeal-> Trinity Force,
since I assume Stinger will serve you better than Zeal, and Phage adds some survivability with the bonus health.
Also, I've got a question about your skill order. Why do you max Cryptic Gaze first? The stun duration is the same at all levels, the only thing that scales is the damage. However, shouldn't you take Death's Caress first?
It has a better damage, a much lower manacost at lower levels, and it's an AoE (of course, if you manage too explode it).

So, no vote for now, but i'll be happy to +1 if you answer my question about the skill order and fix the double "items" section ;)