Hello. This is my own build on Sion in every games. This build gives you, a highkly amount of survibility and the possibility to disturbing enemies. The build is very effective vs champions with no % dmg or champions with long cooldowns. Your Sion will like ulcer on ***.

Pros

Extremely tanky
Nice CC
Very good initiate with ult + Shield
More creeps = more HP
Not so hard to play

Cons

Very vulnerable for kite
Hard to aim with your ult
His passive is nothing after death
His abilities have cast time or are skillshots
Champions like Vayne or Kog'Maw are his the worst nightmares

One of the choices for Sion, very good for trading with enemy and/or kill securing.

Very good vs enemies with dashes, like Riven, u can Flash to her under turret and kill.

The best choice for Sion. It gives a huge of mobility for our pile of meat. Very effective for chase/escape.

Good choice vs enemies with fast wave clear. No lost exp = more gold = more HP.

Very goood spell vs enemies with huge burst and for saving your teammates.

In team fights try to use your Unstoppable Onslaught from back of your allies. In half of distance use your Soul Furnace to maximize your DMG and survibility. After hitting an enemy use your Roar of the Slayer then start cast Decimating Smash. You can't be CC'ed during Unstoppable Onslaught . But remember! Pillar of Ice and Crystallize can change your path after creating it!

Your skill to deal any physical dmg and knockup/slow your enemies. A good using of this skill is very hard, but don't worry, first use your Roar of The Slayer for slow enemies then start cast Decimating Smash. The longer you csst your spell the more damage you deal and knockup is longer. After 1,5 sec of cast Decimating Smash apply knockup instead of slow.

Your the most important skill. Can absorb huge amount of damage, and deal % damage of enemies max HP. For every 1 killed creep you get 2 max HP, for any huge monster/creep/kill/assisst you will get 10 max HP.
For every 100 creeps killed you get 200(+ 18 from runes, + 6 from masteries) HP. That sounds good, right?

Skill for decreasing enemies armor by % of their max armor. It apply slow too, after hitting by creep or direct hit. After using it on creep, it rejects that creep it pass through all enemies in a line. Has very good combo with your Decimating Smash for maximize your knockup duration.

Only the ability to initiate for team fights. Aiming with your ultimate skill is a bit hard, any dash and your ultimate is only a wasted mana.
You can control your champion during your ultimate, but it reacts very hard.

Remember, any wall can stop your run and stun you for 1,5 sec, then use your ability with the sense.