if you want a build of sion that does insane amount of damage you visited wrong page so i sugest you to leave now. if you stayed it means you are ready to play reliable sion. for you to get good at sion you have to remember few things. 1st you do no damage so don't solo 2nd you do no damage so don't solo and 3rd you do no damage so don't solo. so what the hell should i do you ask? when playing sion you're main goal is to get in face of an enemy and block all the damage hes throwing. there's 2 ways to do that you eater block skillshots and take damage to yourself or you cc the hell out of you're enemyes. your ult is very important skill in teamfights so don't use it as a taxi to lane or close up. just dive in enemy team and as they assasin tryes to pass you ult to keep him down as sion all you want to do is protect the high range carrys so stay in front of them don't leave them for a kill or engage on enemy adc, because you do no damage so don't solo.
at laning phase try to farm as much as you can use you're ult to gank other lanes and tp back to lane. you're W gives you a stack of life so you're farm is very important more important than you're kills try not to fight you're enemy and farm. you do this and you'll become an unkillable tank that never saw the passive of hes champion :D