Hello there, summoners, and welcome to this build dedicated to Sejuani, the winter's wrath.
I don't know why the hell people doesn't use her, but the fact is that she's awesome at late game, so let's try to show them her power.
I think it's obvious that this guide is for the jungle (Sejuani has more limitations to take lanes than another champions), so let's start with the important things.
Ah, one last thing: forgive me if you find any language error, I'm spanish, and the english level at our shoolc is sooooo ****in' horrible.

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I think it's clear enough: those are tank masteries in general, geting armor and health, and dealing 6 true damage to minions and monsters; also, cd reduction per level, it's very useful on Sejuani.
I put 2 points on Offense to get the bonus speed on Ghost and deal a little more damage to monsters, and 3 on Utility to get a little extra mana, which is allways welcome with Sejuani.

I don't think i have to explain it, but it's my job, sooooo:

-Ignite: It's obvious, you're jungling and you're not Trundle, Fiora or Warwick, so you need smite.

-Ghost: It's perfect to chase enemies and keep your passive on them and keep damaging with Northern Winds.

POSIBLE SPELLS

-Flash: It's useful, so it's a good spell too.
-Heal: I don't really like it on Sejuani, but it can be useful.
-Exhaust: Same as heal, but it's more efective, because you're ganking lanes.
-Clarity: This is a little stupid, but if you are really bad using the mana on Sejuani i can be taken. Still i don't recommend it.

You're a jungler, so having a high CC and damage on your E will make your ganks mortal if your mates are good and pay atention. That's why I would level up E the first.
Te problem are Q and W: W is your way to deal damage, but without HP it becomes less useful leveling it up until you reach higher levels; Q is a utility skill, so normally you would level it up last, but his CD is too damn high, so leveling it up is a good idea too. That's why I level them up at the same time (Q-W-Q-W-Q-W...)
The ulti is not a problem, allways 6-11-16.

-CD RED per level glyphs: Sejuani's CD's are too high, all of them, but she's a jungler, so I prefer to take CD red per level instead of flat cd red runes; you'll prefer a higher cd reduction at mid-late game.
-Armor seals: I don't think I already have to explain armor runes, you're a tank.
-At speed marks: I didn't find any nice mark for Sejuani excepts these ones, at speed helps you while you're jungling, and improves your chasing skills at the first ganks, allowing you to constantly apply your passive on the enemy.
-1,5% HP Quints: The more HP you have the more damage your W will deal, and you're a tank, so more health means more tankyness.

Starting with boots of speed and 3 potions is a good option for another junglers, but not with Sejuani, so take the armor and the 5 potions and start jungling. To get items, try to gank fast and get an assist or two (and if you're lucky you'll get a kill) and go boots of speed and Ruby crystal/Heart of Gold (sell your armor to buy the more you can)
Your next item should be Catalyst the protector, because it gives you HP and mana, and... You Sejauni players know it, she really needs the extra mana.
Now you have enough HP to be a little tanky and increase a bit the damage of Northern Winds, so you'll need Mercury Threads: more speed and tenacity will allow you to gank better and get money to continue your build.
One of your main items will be Sunfire Cape, and HP is more important than armor for Sejuani, so take Giant's Belt before Chain Vest, and build the complete item as soon as possible. Once you have it completed, your W, which is your main way to deal damage on teamfigts, will do 40 extra damage per second.
The next you should do is converting Catalyst into Banshee's Veil, a nice item with a good passive, and then go buy another Giant's Belt (the more HP you have the more damage will your W deal). At this point, you can decide if you want the awesome amount of HP that Warmog gives you or the CD reduction of Randuin's Omen, so change the order of building depending on how the battle is going. If you can get the blue buff, then go Warmog first.
Finally, at this point of the game, Having extra def and magic res will allow you to initiate the battle easily (at this point you're awesomely tanky), so Guardian Angel will be a good choice: you'll get even more resistant, and if you can revive the enemy team will even ignore you or go back and back until they get more and more pushed.

People doesn't use Sejuani, provably because they don't like her skills, but they make a perfect combo. And they're good on their own too:

-Frost (passive): Very good for chsing and ganking, and combines with your another 2 skills. Free Frozen Mallet.

-Arctic Assault: Going through walls, aplying passive... and it's a good initiating skill. Combines with all her other attacks.

-Northern Winds: Vry nice skill to jungle at early game, and a nice amount of damage per second at late game. Deals even more damage if the enemy has your passive on it, which will surely be done.

-Permafrost: It has enough damage to do something at early game (which is Sejuani's weak point), and it's CC is just... It's ****in OP and you know it.

-Glacial Prison: ¿A ranged-AoE-passivedealer-stun skill isn't enough? Ah, it freeze's your enemie's balls too.

PROS
- Very nice jungler
- Good ganks
- Super high CC
- Awesomely tanky and strong on late game
- Cleans lanes like hell once she gets enough HP and level
- Your ulti is an AoE ranged stun

CONS
- Weak early game
- Mana problems at early game
- Easy to counterjungle you
- Too damn high cd's
- Your mates will provably say you a lot of things like "Sejuani useless champ", "OMG noob, not Sejuani", "Sejuani fail champ, take Amumu".

This build wurely won't take any good comment or a high rate of votes, but until now it's been working on low ELO games and at normal ones too, and I think it's enough to do a good job at Summoner's Rift, so I hope you'll like it, enjoy it and ¡try it!
¡Thanks all and GG!