In my opinion, Sejuani is one of, if not the most underrated champion in the game. She is a great jungler, but for those situations when you have someone who has to jungle and you don't have that much cc on your team, Sejuani is your choice.

Pros:
Great team fight presence
Massive AoE damage
One of the best late game farmers
Can slow every enemy with spells and auto attacks
Decent stun
Isn't expected to deal that much damage
Amazing at escaping
Good at initiating
Good at responding to ganks
A lot of health

Cons:
Mana dependent
Will lose battles top before at least level 4
Not much farming power until about level 7
High CD on Q and R
Not good at pushing
If there are a lot of ranged enemies spread out, her team fight presence weakens
Not much armor or magic resist

GOOD CHOICES:
Heal: If you don't have a support this is nice to get. It helps with the early damage she will be taking.
Flash: Flash is a must. This helps her initiate or if she uses her Q to initiate, to escape.
Cleanse: This is another good choice if you are against a CC heavy team. This is good expecially when you get disabled before using your disables.
Ghost: Ghost is also good for getting in and out of battles.
Exhaust: Adds another slow to your already extensive list of slows.

DEPENDABLE CHOICES
Clarity: I haven't ever gotten this on her, but if you want to build less mana related items then so be it.
Promote: This is a stretch. Only take it if you know for a fact you will lose top hard. Even then it's not the best choice.
Ignite: If no one else gets it then you should, but for the most part leave it to the carries.
Teleport: This spell is a gamble. It is good if you are far away from a team fight and getting back to lane, but the CD is very high.

NO
Garrison
Revive
Surge (i might make an on hit guide in the future)
Smite (if you are top then why get it)
Clairvoyance (just get wards)