This is my Sion build and though it might look strange it's really powerfull.
I chose a Hybride build because Sion does both, physical damage (and his ultymate is quite awesome) and magical damage (both his first and second skill are worth the ap boost)
As you can see my buld includes some physical damage but not enough attack speed so get some
Greater Mark of Alcrity.
To boost your magical defence, and u want to boost it to some degree get some
Greater Seal of Shielding.
And for Abilitypower boost, and as i said, you are going to want some extra ap, get some
Grater Glype of Force & Greater Quintessence of Force.
As I said it's an hybrid bild, to boost both ap and physical, and they are rather selfexplaining why i bought(/choose) them.
First skill shild because it does a great amount & absorbs some incomming damage.
(I would only skill stun first if you are going for firstblood with some other disablers)
This is also the first skill to be max. skilled, because it does, as i said, a great amount of damage and protects you if you need to initiate or get away with low hp.
Second skill the stun, because it will do a gread job at harassing and killing your enemy(s).
(Skill this skill to maximum after the shild, because it does a great ammount of damage and it stunns)
Third is the third skill, because you want the extra damage and the extra life (it's important to skill him early to get atleast 1 hp per vassal killed.
(You are going to max him at the end, because you want more instant damage early, for killing and harrassing.)
The Ultimate is indeed really good, because you get some Attack speed (and you've got not that mutch attackspeed, because of the hybride build.), and a hell of a lifeleach (up to 100% physical damage at level 16).
I would preffer GHOST because you are till you get Trinity force a little bit slow, which might be disturbing at moments were it's important to be a bit faster (initiation of a gank, to get some low hp enemy(s) or to get away with low hp.)
And second i would take replenishment because at the beginning you will need some mana
(yes i bought manamune, because sion lacks mana, but you will get to some points were the extra mana gaint from replenishment will save your, your teammates life or the kill/gank of (an) enemy(s).