Sejuani is the newest champion at the time of this build's publication. This will also be my second build on her, my first began to fail me as a few people have begun to figure out what makes Sejuani work well, and what causes her much pain.
I will open with this statement. This build is for a JUNGLE Sejuani Some people prefer to lane with her, and that is just fine. However this build is built towards working around her key feature: Health. Health is Sejuani's greatest stat, and her most potent ability also scales off this stat.
As a result this build also has a few options that you may wish to consider during your game. This build cater's to a short game, where Sejuani is getting either many kills, or many assists. Rather gold heavy this build also has a few PITFALL locations, where you may feel your not as strong as other players, as to get the most out of each item, you want to get the more important ATM part of its build.

Without further ado, this is Sejuani, The Winter's Wrath, a Guide for Junglers!

Runes for Sejuani are fairly straightforward.
All of the runes listed above attempt to give her Survive-ability. This is her key feature, i cannot stress this enough. Also, a preferred set of runes cannot be listed at this time of this build.
% Health runes are not listed here on Mobafire at the time of this build's creation. Please note this as you may prefer, (Much like I do), to use the % Health runes for a "Greater" health bonus.

Greater Glyph of Magic Resist: Sejuani has a relatively low magic resist in comparison to her armor. As a result AP casters and AP champions, have a strong advantage over her. These runes give you a slight edge against what would likely devastating damage. This will not save you in a big fight, but does shave off a percent of damage that would otherwise force you out of a fight.

Greater Quintessence of Health Greater Mark of Health Greater Seal of Health: All of these runes boost [[Sejuani's health by a large flat fraction. To restate, % health runes do a better more consistent job than these. However flat runes give you a larger edge in the beginning of a game, the percentage trade off being considerably smaller.

CORE BUILD

This item sequence is aimed towards a SPECIFIC type of Sejuani. As a result, you may need to use it a few times to get a good feel for what your role will be in the coming battles. However lets start things off slow.

Cloth Armor and 5 Health Potion are a standard opening for any jungle. I want you to consider carefully what I am about to say, as its choice could hinder, or empower your jungle.
The item you evolve this cloth armor into SHOULD be invested in Ninja Tabi. These give you a slight early toughness against minions and monsters and against AD based champions, and pretty much shrug off non AD champion's attacks.
However, many jungles also like to create Wriggles Lantern
I have nothing aginst wriggles lantern. Free ward, and random extra damage against minions and monsters. Also a % lifesteal Sejuani otherwise lacking in a recovery item. I will not say DO NOT BUY THIS! Instead i will say this, BUY THIS IF THE OPPOSING TEAM HAS AN AGGRESSIVE JUNGLER. This means they all up in your jungle, stealing buffs or hurting you, (Both do hurt though LOL) if they are lacking a Jungle, or a non aggressive jungle, you might not need this.
Much or Sejuani's damage comes from her skills, her auto attacks are relatively slow, and not that strong. I understand that wriggles does speed up the jungle and make you last longer, but i'll get to how Sejuani jungles in a few.
From here you want to maximize Sejuani's health with as many extra's as you can. Warmog's Armor is a Tank's best friend, if not their mate for life. This is step one in the build, as its a HUGE bounce in health if gotten early. Gaint's belt being your shortcut if you can afford it.
Phage into Frozen Mallet Is another big jump in health and gives Sejuani a fun bonus. MORE SLOW! Combine Frozen Mallet, her natural frost, and a rank 5 Permafrost Sejuani can create a 110%-140% slow on a relatively common basis.
From here I want you to make choices, the order o these items BARELY matters, but each has a time and a PLACE.
The easy route is to follow this advice

Many Team fights? Soul Shroud
Need a little bit of everything? Randuin's Omen
Having a breeze killing the enemy, want a little more kick? Atma's Impaler
Mid to late game CC have you down? Trade your Ninja Tabi in for Mercury's Treads

All these items add to Sejuani being a CC tank champion. These items are not for getting kills, these items are for assisting your team and keeping the enemy from killing you or anyone you wish to protect.

VALID OPTIONS

Frozen Heart
This item may not give a health bonus, buts its armor and passive are impressively good in team fights. This is another item to help Sejuani survive long fights against those pesky AD carries.

Thornmail
Another AD carry defense item. This one however gives you a little more kick behind your defense. However in a AP heavy fight, this item will do you no good at all.

Force of Nature
Why isn't this listed as a main item? I find this is one of my choice items. You'll be using this in heavy AP games, and often might trade your Randuin's Omen for it in the late game. Its health regen and magic resist are a big and desired help. However if you feel you can avoid this item, do so, it may weigh you down more than some other defensive items.

A SECOND Warmog's Armor
Now this, i do not like. I hate getting double items simply because you could get a different item, and get that item's passive instead. However Warmog's armor is an exception to this case. Warmog's has no UNIQUE passive, giving a grand total of 1300 health on a full stack. That's a LOT of health!

Clairvoyance
This is a strong summoner spell, but you have to use it. This is great for scouting your early jungle for ambushes, and likewise usable to scout the enemy jungle for target, stealing buffs, or even JUST to catch someone in the act of a set up. It may be enough for them to give up their so called 'trap'.

Smite
There is little to say about this spell. It kills most regular minions, and ensures a kill at under 450 health on average. 10 bonus gold if you followed this build's mastery progression.

VALID OPTIONS

Flash

I hate this spell. Its fairly unbalanced, despite its many draw backs. However, it is AN ESCAPE, AN ATTACK, and A TRICK all in one spell. This is what many players fall back on when their butt is in trouble. But its not without its flaws, and its long cooldown. Its a spell you will probably take UNTIL you feel comfy with Sejuani.

This is actually a fairly normal jungle route save ONE key ingredient. SUSTAIN. Sejuani, and this build lack a common recovery technique. As a result, to fix your possible many returns to base, you'll want to gank with Sejuani at every opportunity. Level 3 is a good time to start. You likely are level 3. Pick the weakest lane and LET your ally know of your plan. Ping your attacks well, and most ganks will follow this order.

Q, W, E. Its an easy combo, and quite strong, BUT lacks a follow up. Sejuani's natural slow is only 10% and with a rank 1 permafrost, its no much stronger. But with a ready teammate, this will result in a kill.
This ambush is ruined by both sight ward's and flash. There isn't a STRONG gank that was warded, and with no low level stun, escaping with flash is an easy opportunity.

Arctic Assault
Sejuani charges forward in a line, applying frost to any enemy she hits. If she strikes a champion she is stopped and has a small blast radius of the frost effect.
This ability has several uses.
Initiate, escape, and sustain.
You will use this skill to start MANY fights, however if you can avoid using this to engage an enemy, do so. This way if they attempt to escape you can catch up, or even strike them with this skill.
As an escape tool however, be careful. Its got a fairly long cool down, so any fight started with it, will likely NOT be escaped using it.
ESCAPE? Yes this ability does cross walls, and ignores unit collision. Keep in mind its breath for crossing is slightly smaller then the skill shot image would have you believe.

Northern Winds
Sejuani creates a whirlwind of cold energy around her. This deals damage per second in a fairly large radius, and deals extra damage to enemies affected by frost. This ability scales off both AP and sejuani's Health, at a conversion rate of 1%, 1.25%, 1.50%, 1.75%, and 2% for each rank.
Truly, if have to say anything about this build, its for this ability. Sejuani's bonus health FUELS this ability. Its large radius and bonus damage to frosted gives you incrediibly fast jungle, and farm techniques. You don't even have to be striking a champion to harm them and with sejuani's slow, its easy to keep them in range.

Permafrost
Sejauni chills the air and empowers the winter's wrath upon her enemies, converting frost into permafrost. This great improves the slow from "frost" by a percentage.
YES this ability works on ANY frost. As a result when used on Nunu & Willump's frost, it creates one of the strongest slows i have every seen.
Your main use of this ability will be to slow anyone whom you've recently struck, to further slow them and keep them within attack range. This ability also does damage and can be used for an easy last hit in certain circumstances.

Glacial Prison
Sejuani throws her flail in a line, stunning the first champion stuck, and stunning enemies around them too. The stun to those further away is significantly lower, and if the shot strikes no champion it erupts and stuns enemies around it there. This ability also applies frost.
This is a strong team fight tool. The moment an ally is focused you can use this to keep each of them in line and give your team a few seconds to have a free hit. Its great for surprises and its extremely potent/long ranged.

Sejuani's key aspect is her health and crowd control. Play to that and you will have fairly straightforward games, with little to no death on your part. As your teams tank, each member of the team will likely follow your example and attack WHOMEVER you have chosen to strike down. Your slow and constant damage is a great tool for whittling down event he toughest targets. Your enemies are AP champions, and slippery champions. You don't have to chase everyone down, a retreat from Sejuani is a battle won.
Keep all this in mind and you won't regret putting her in your team.
Sejuani is a new champion. And as a result everyone is judging her. Some people like her, and others do not. Personally I find her enjoyable, and this is my build for her. Feel free to follow, or oppose it, but this is my build, I do hope that you do not regret doubting it.