So, there is a big reason why to take Soul Furnace first. Its Passive. Ur Decimating smash is ur main attack, so u need this in order 1. but the big advantage for the beginning of the Soul Furnace is so heavy, that it could even make the game count on you. If u place the points for the Abilities wrong u can fall, fall longer than the mount everest! So, to keep the Enemy close up to u, u take Roar 3rd, and max out Decimating smash after lvl 6 to max, cuz the hard stun is rly important for ur Ult. it could easily make u a kill. After maxing it, go up ahead to ur Shield, the rly hardly big advantage of Sion. So u max it slowly with the Roar of the slayer, to Slow the enemy more. Ur Passive is rly cool, cuz u have 2 things to do. If u see someone in a lane with less health than 50%, use ur ULT, while ulting activate ur Soul Furnace, then hit the Enemy and stun it, shortly get ur Decimating smash fully loaded into it and blow up ur Shield, after it, use the Roar to slow them down. if u die inbetween this, u can easily get the lowest opponent in target and kill him, so u have a balanced score.

I always build and will continue to build Sion AD with lifesteal, because he is so hardly to kill this way, and his Stun is so heavy, that he doesnt even need any AP stuff, exept lifesteal, so he can live longer in his Passive and win against someone with speeded up attack like Udyr or Yi.

So i take Banshees Veil first, because it absorbs 1 Ability of another Champ, so u have a nice defense against ganker, and can gank them back, MUAAHAH are u good or are u good?

Secondary i take the Sunfire cape, because u always play closeup and hit the enemy closeranged, if u stunned and are fighting normal, u make additional damage, that could lead u to win!

The Boots are situational! Mercury against mage, Sorcerer against Support/Tank, Ionian, if u switch lane often!

Now lets get to be Tanky, i usually dont take the Locket of Iron solari, because u only get higher Resistance and health, and its rly expensive, so only take it, if u are fed!
if ur not fed, i always take the Iceborn Gauntlet first to slow running enemys hard and use ur E+Q again.

When its lategame u cant always point with ur Defensive site, so u have to make something to stay longer, kill them faster and win 1vs1, so LIFESTEAL is PERFECT!

I think its clear, isnt it? its just standard, u use it always, when ur a tank or fighter and dont need to support or go as jungler :)

Btw. This build is good for any lane!
and other Btw. if there is a Support, focus him, ur fast to kill em with ur combo: R&W+Q+E+Flash