Not Updated For Current Season
Two main points for this build: early game survivability and being able to chase down opponents.
I've never understood the reasoning behind maxing Cryptic Gaze before Death's Caress. At level 4 the shield adds a great deal of health, and damage if you need it; it can be key to getting a champ kill or surviving an ignite. Cryptic Gaze gains no benefit other than added damage, which you can just as easly get from the shield. Also, at level 6 Sion can pretty much solo any other champ; squishy ranged opponents don't stand a chance when you can get close, and with stun/ghost/exhaust they are unlikely to get away.
The Ghostblade is very important in this build as well. It can act as an extension to your ghost or ulti (attack speed) and the armor pen is amazing. Combined with Nashor's Tooth it also brings your CDR to 40%.
Early game you don't really need to buy the shield first, but it helps to survive until level 6. If you are confident in your ability to survive go straight for Dagger or Brawler's Gloves. It's not rare to be able to crit twice in a lvl 1 fight for 160+ damage, don't be afraid to engage, just don't over commit; getting to level 6 early is more important than first blood.
I like to have a bit of life steal early game as well as Sion loses health with every strike and you cannot have your ulti up at all times. Don't be afraid to get the Vampiric Scepter early to compensate for this health loss.
LAST HIT LIKE YOUR LIFE DEPENDS ON IT! You do 88 damage at level 1 and crit for over 160! You should get every minion kill every time if you do not have overly aggressive opponents, even if you have an ally laning with you. Not to mention every kill gives you more maximum health!
I commonly tank with this build, but teams with 2-3 CC can be rather irritating, consider getting cleanse instead of ghost if you suspect a lot of stuns. Your ulti is key. Would love feedback! Thanks!