This is the way I do things with my man sion and I'm telling you, it works! Add in that tear of the goddess early so you can SPAM SPAM SPAM those moves-Farm heavy and harras your top opponent- After being able to spam your moves youll be able to rack up some money.. Thats when you start building critical items like zeal and vampiric scepter. Build slightly tanky after you get your atk speed going, that way when your ulties kickin, the enemy has even more health to deal with while trying to take our man down ;) I chose mercury treads because ive found teams of course observe my op'ness and try to CC the **** out of me, this will help because of the tenacity. *ALSO* instead of buying all pots with your boots, if there is an early ganker in their jungle snag a ward in place of a couple of your potions.. My shopping guide offers you good choices which you do not have to be overly fed to achieve, like i said before the mana you invest in early will help you farm if you are not getting the kills you need. (If you do happen to get fed.. haha, gg)
Good luck! :)

Pros

SPAM, SPAM, SPAM THOSE MOVES!
Stun+Exhaust a good way to grab a 1v1 kill
Get-away-skill (stun)
Level 6, you're a monster.
You can take on multiple people by yourself with the shield, ulty, and stun

Cons:

Your ulti does not make you invincible -__-
Teams might start to CC/focus you first because you're such a pain in the butt

Like said above, this is an afordable build with a spice of "fed" towards the end haha, you dont NEED the final couple items to hold your own in the game, but if you have the money, go for it! This is a build that will steadily put you in a good position to farm well, and contribute to your team when needed. Ive seen other guides that yeah they have the great items offered, but dude, whose gonna have enough time to build all those phantom dancers and bloodthirsters and infinity edges hah, be realistic..
Anyway good luck fellas, first guide I did I hope it helps.

Sionnn <333