While I am new to making builds for others to use, I know enough about Sejuani to know that my build will work. while yes there is only one real ability of her that uses health stat to boost it, that is the move you will focus your entire playing on, which is why I chose the uber health build for her.

Sejuani is a tank and she wouldnt be complete without flat armor marks and seals. and magic resist per level glyphs. The quintessence choice is really up to the player, but I figure that if you do die, the faster you can get this beast back into the fight the better, so I picked a Greater Quintessence of Revival. Cooldown reduction is useful, even though her abilities are already pretty fast on cooldown speed, so I picked up a Greater Quintessence of Celerity. Lastly, her build wouldnt be good without more magic resist, so I picked a Greater Quintessence of Shielding to get the magic resist by level. This build makes an effective tanking rune page, but so far is the only build I have used on Sejuani.

As far as masteries go... honestly I listened to the build that Riot did for Summoner's Rift on their Spotlight, only i tweaked it to a more suitable build for Sejuani's playstyle. I really dont know how to explain my reasoning here, but Im sure for you veterans out there can see the justification behind my masteries for her.

While I believe that most often than not people ignore the builds of skills, I felt I should explain mine nonetheless. I find that since Im going for an uber health build, that getting Northern Winds first and maxing it as soon as possible is a safe bet, but NW wouldnt be quite as effective without her other abilities to close the distance between you and your prey. so build into Arctic Assault in lvl 2 then into Permafrost at 3 maxing Arctic Assault second and Permafrost third. Obviously you want to pick up your ultimate at 6 and level it as you see fit.