Hi, This is my first guide here, I have been playing lately with Jungle Sion and I decided to share my knowledge with everybody. Basicly I have been testing different AD Jungle Sion builds and these two builds work the best for me. Constructive critism is always welcome!

Pros:
- Good Damage.
- Stun.
- Huge Lifesteal when ultimate is on.

Cons:
- Squishy. (First build)
- You will have hard time if enemy team targets you.
- Early game until you get your two zeals is kinda weak.

Marks: Armor Penetration helps to do more damage, and more damage is always welcome, also there is really no other viable choice on marks to pick instead of ArP.
Seals: I would go with either Mana Regen or Armor. Sion is very mana hungry champion especially so Mana regen runes are good. Armor Runes work also since you might need that extra Armor on jungle and in general too.
Glyphs: Magic Resistance/Level Glyphs are the best overall and I don't really see any other Glyphs to work better.
Quints: On Quints, I would either go with Health Quints, Armor Pen quits or Armor Quints. Armor Quints help a lot on jungle and in General agaisnt AD Champs and minions. Armor Penetration gives more damage and Health Quints give good base health, But since Sion's E got passive which gives Max Health/kill I don't really see the point of getting Health Quints.

On Masteries I go with basic 21/0/9, giving more damage and lifesteal on Offensive tree and Mana, Movement speed and extended Buff duration which is important for a jungler.

Must: Smite. Jungle Sion without Smite is hard.
Recommended: Flash. Helps you to land your stun on chase and escape through walls and stuff.
Alternative: Ghost instead of Flash, In my opinion Ghosh isn't needed since you get two Phantom dancers which give you good movement speed bonus.
Rest: No. Ghost/Flash is almost a must. If I would have to pick one spell instead Ghost/Flash it would be Exhaust, but since you have your stun, it's not needed.

You should start with E to get the AD Boost and Max health from Jungle.
Then go for two points on W to make ganks more effective and do more damage to jungle/loose less health. Then put one point on your Q which is vital for chasing and ganking. From now on Max E first then W and then Q. Put a point in your R on level 6, 11 and 16.

You should start with Vampyric Sceptre since it allows you to use E and stay in jungle longer, Then you should jungle till level 4 and gank some lane, after gank you should go back to get Boots of Speed and start building for Wriggles Lantern. Then you should go for two Zeals to get more AS, Crit and movement speed. Then improve to those two zeals to two Phantom dancer to get even more AS, Crit and movement speed. OR Go for Trinity Force instead of 2 Zeals/Phantom Dancers and continue building more tanky. After you have your core build ready, you should go for either: a) Infinity Edge and Last Whisper or if you decide to go off-tank,b) Atma's Impaler -> Giant's Belt -> Warmog's Armor.
After you have all your items done, you should replace Wriggles with The Bloodthirster to get more AD and keep the Life steal up.

I highly recommend to start at Blue Buff, because Sion really needs that Mana Regen and Cooldown Reduction obtained from Blue Buff. I would also ask mid and/or top to pull it and secure the river so it will be safer and faster. After you have your Blue Buff, a) go for Wolf Camp -> Wraths -> Double Golem -> Red Buff -> Wraths, Now you should be level 4 with 1 on Q, 2 on W and 1 on E. You should start ganking now, After your first gank you should go to shop in most cases or hold lane till mid/top/bot is back.
b) If you are on bottom side of the map, you could try to early gank top at level 2, in order to make the level 2 gank effective you have to level Q when you get level 2. After the gank you should either go back to jungle following a) option or to base to get health/mana back and maybe buy boots/cloth armor.

Play Video
Just a regular Quadra/Unofficial Pentakill.
More coming soon ;)

I hope you liked my first guide, I will add Images later, if have something in your mind which would improve my guide, Comment.
If you like, give it a thumbs up :)

TL;DR
Flash & Smite
Blue -> Wolves -> Wraths -> Red Buff -> Double Golem - > Wraths -> GANK
R > E > W > Q