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.
DISCLAIMER: Most of this build was taken from Anna Mossity's build. Since the removal of locket, the item build for this build needed to be revised, so I felt like posting my own order w/o locket. This build focuses on mana regen, health regen, and cooldown reduction in order to make up for the lack of locket.
Start with a Faerie Charm and 2 Health Potions. Faerie Charm is the first step towards Shurelya's Reverie. I like to get Shurelya's first because of its similarities to Locket. While not nearly as powerful, Shurelya's is still a great item for Sona.
On your first trip back, build your Faerie Charm into a Philosopher's Stone. Philosopher's Stone provides much needed mana regen as well as health regen that's vital early/mid game. Plus, the extra gold will propel you into Shurelya's.
Your first "real" item will be Shurelya's Reverie, which provides similar benefits to Innervating Locket in health, health and mana regen, and CDR. This build buys boots late, so you'll need to use Song of Celerity along with Shurelya's active to move you along.
Next buy Mercury's Treads. If you're feeling agressive and/or your opponents have low CC, you can buy Sorcerer's Shoes if you like.
Next, build an Archangel's Staff. Tear of the Goddess is listed because you'll want to buy it first (before Blasting Wand, the other half of the Staff). DO NOT BE TEMPTED BY THE WAND. though it may be cheaper, Tear of the Goddess is a better item. Not only does Tear provide mana regen, it has a stacking effect that increases your maximum mana. It's better to carry around a Tear and finish it with the wand later then to lose the benefits of the Tear by buying the wand first.
Next is Deathfire's Grasp. As with Tear, you should build Fiendish Codex first, as it gives AP, mana regen, and CDR over Kage's Lucky Pick's AP and gold.
Next is Zhonya's Ring, which doesn't need to be built a certain way.
For your final item, I usually choose Nashor's Tooth, prioritizing Fiendish Codex. Nashor's provides a whopping 25% CDR with added ability power and mana regen. However, if you're feeling a little more defensive, you can also buy Soul Shroud, which has the added benefit of buffing your allies as well.