Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
My 2nd build on here. My first was a while ago when Miss Fortune was dominating Summoner's Rift. She's still viable, but I've found a new love: AP Sion. This build focuses on how to deal huge amounts of damage with a very simple combination of abilities.
Magic Penetration is standard for AP Sion and is extremely important. 9 Marks and 3 Quints will start you with about 14 Magic Pen right off the bat. Take Clarity Seals for needed Mana regen and Glyphs to pad your AP.
Fairly standard 9/0/21 build to maximize regen and xp gain. Tweakable based on taste, but I find this preferable to a 21/9/0 or anything like that for Sion. Just take it slow, let your AP build up and then crush 'em.
Most of this is pretty standard for Sion. Even with Doran's stuff now at 475, the early boosts to HP and AP and regen are pretty nice to have. Remember, you want to stay active and keep soaking up XP and gold early on.
Get Sorc shoes for more Magic Pen next. Then grab a Mejai's Soulstealer. Keeping this thing around 10-12 stacks is pretty crucial to dealing heavy damage with Q and W.
From there, Haunting Guise is great for even more Magic Pen and AP. Top it off with a Deathfire Grasp for great justice.
If the game goes really long, buy something appropriate. I chose a Guardian Angel because at that point you might find yourself getting focused pretty hard and not want to lose stacks.
I like to keep CG and DC relatively even as the game progresses. This can be tweaked a little based on who you're laning with(or not laning with) and what opportunities are being presented. Death's Caress needs some time to become truly deadly, so it makes sense to lean into CG a little more at first and then lead with DC once you gain more base mana and AP. 1 pt in Enrage is fine early to boost auto-attack and generate a little extra health. Cannibalism is only useful as a tower buster in this build since your AD output is extremely weaksauce.
OK, I've rethought this whole thing based on more gameplay experience with this build. Your 1st ability has to be either Ghost or Flash. I see a lot of AP Sion builds with Ghost, and while I understand the logic behind it, Flash to me is better. Flash followed by a fast stun and a DC explosion is a nice way to lay out a champ with low HP, even if they're sitting on a tower. It also can help close the distance instantly to land a stun. Defensively, Flash immediately puts some space between you and trouble, whereas Ghost seems to only delay the inevitable.
As far as the 2nd ability goes, Clarity isn't necessary since Sion's mana pool is so small. Just try and leave yourself 170 mana so that you can always use Q and W together. Enrage uses no mana and Cannibalism should be used sparingly, so the Mana runes should be plenty to sustain you.
That said, Ignite is a good choice here, as is Teleport. Exhaust is also possible, but I find that your stun and DC doesn't reload fast enough for that to be useful unless someone else is CC'ing them down too. Ignite is a nice health regen stuffer or just to back someone off.
Early game: Try and grab your ring quickly and work to get into the bushes early with a lanemate. It's very possible that you can snag an early kill or at the very least force someone to burn up pots or masteries before the game even starts. Once minions appear, focus more on last hitting. If you're going for a kill, play the bushes and try and coordinate a quick strike. Otherwise, mop up with W and keep collecting cash.
Mid game: Look for opportunities to gank mid or the other lane here. Charge your W so that you can set it off when you get there. Then use Q-W, followed by your ulti and then W-Q-W. Tower dive only if you have Flash up and are 100% sure you can knock out a defending enemy champ without getting burnt by the tower.
End game: Grab buffs when you can, kill dragon when you can and try not to lose your hard earned stacks. By now you should have them running every time you fire up your W. In a teamfight, don't initiate. Rather, keep W charged and look for a soft carry to unload on. By now you could have Deathfire Grasp as well, so use that first before Q-W.
I may add more thoughts here based on interest. Hope you enjoy the build and have fun with yo choppa!