So first off: why the HELL do you need to pick Sion in the first place?
Well, Sion is a really flexible tank, he is a beast when going tank, a scary monster that requires at least 3 people to kill you when building lethality and unkillable when going bruiser. A lot of cc, which means he is VERY strong in teamfights, he is a late game champion, so the longer the game goes, the stronger Sion gets.

OK so you just locked in Sion. So what runes/ spells do you take?
Lets start off with spells. As I said Sion is very flexible, as his playstyle.
There are 2 very good spells on Sion: Teleport and Ignite, both of them are very strong: with Teleport you take hard trades, go back to base and Teleport back to your lane or help your team by Teleporting very deep into the enemy team's backline and gank them. With ignite you can be really aggresive and make some great cheeses that should always turn out be a kill.

Now let's talk about runes
Sion is a tank played mostly in top lane and sometimes in jungle, so the best rune for top lane would be Grasp of the undying
Over all great for tanks, gives you more damage, heals you and gives some health which is important for a tank! Great for laning phase.
Aftershock- its good, but should be used rarely, either when the enemy top laner counter picked HARD you, or when you know that the ENTIRE match is going to be very hard. As I said you can use it, but picking grasp is better.
Demolish- the perfect rune made for Sion. It's insanely good vs easy matchups, it scales off of your max HP and you're Sion, you get a lot of HP very fast so towers just fall when you're nearby.
Bone plating- a good rune, very good vs champion that all in you like Renekton, Jax, Garen, Darius (I'll come to this little ***** later) and Camille.
Second wind- this is a very good keystone when you're vs ranged/poke lanes like: Vayne, Lucian, Gnar, Darius (wait for him) and Jayce.
Conditioning - I don't take this at all, I just know that you should take it if you're gonna have your tank mythic item pre 12 minutes, which sounds hard to do but definately worth it I guess. Take it if vs VERY easy laner.
Overgrowth- good rune, scales well into mid-to-late game.
Revitalize- my favorite one, especially if you buy corrupting pot, helps you to have some sustain. I like to cheese the enemy top laner with this rune by making them towerdive me. It's even better if you take time warp tonic, you get more health and mana + if you're below 40% you will heal for a lot more.
Now let's talk about ad/ lethality runes!
Glacial augment- this rune is just too good on Sion. It helps you to slow the enemy if you missed your E. But mainly this rune is made for your passive, pair it up with Prowlers Claw and you should be able to tilt the **** out of the enemy.
Magical Footwear- has it's own ups and downs, if your laning phase is poor then you're screwed because you need to wait 12 minutes to get Plated Steelcaps or Mercury's Treads. But that +10 movement speed does help to land your E and to chase the enemy in your passive.
Future's Market- again, a rune that has it's own up and downs, mainly good because you can get an item when you dont have enough gold for it, but then it puts you into a higher debt and it's really confusing. In my opinion it's good for each part of the game, but it loses it's main goal in the late game.
Minion Dematerializer- a ver good rune, it helps in the laning phase, if the enemy is pushing really fast, you can simply kill a cannon minion for your wave to push faster. Take it only if you're splitpushing or you can also take when you're going tank build because your fully charged Q leaves the minions with a slither of health, but this rune can change it!
Approach Velocity- VERY good rune on Sion. Also helps you out when your team has slows too. It helps you to get to a slowed target faster. So let's say you got ganked and you are 100% dead, just E an enemy and try to kill in your passive and don't worry about anything else, Glacial Augment will do everything for you :)
That was it for the runes! If you have any questions about when to run any other runes please feel free to post them in the comments, I will respond :D if ur reading this i hope ur having a great day, more will be posted soon.