I usually like to get Death's Caress to level 2 then just max Enrage since it passively gives you health upon killing an enemy or monster. Cryptic gaze is a strong tool for ganking but the duration doesn't scale with levels so just leave it at one point, unless you want lower cooldowns. But i prefer the shield from Death's Caress.

The passive Feel No Pain is great for jungling since most of the creeps does lower damage than 30-50 which is the blocked damage from it.

This is the masterypage and runepage i use for Sion. The runes are a tanky with a bit of Lifesteal which is really good for his Enrage(E) since it drags health on each attack. The masteries i feel works fine for me. This is the one i use but if you are going more damge then maybe skip the Utility and go more damage.

For information on my thoughts on the items read the comments.

I almost always start on the lower half of the map. This way you get the buff faster with the help from botlane. The only exeption is if our duolane has moved over to top. Then depending on the enemy jungler you can chose between contesting their second buff or just go take your own. After that preferably gank toplane since it will give him a hard lead on the enemy. Then just keep the jungle cleared and watch the map for good opertunities.