Sejuani: The Winter's Wrath - Introduction
Sejuani "The Winter's Wrath" is an offensive, melee champion that uses slows to take down her enemies. She is mostly used as a jungler, but some, like me, use her as a tank in bot/top lane. Early game, Sejuani is most likely to die since she is not very protected and the enemy team is most likely to gank to get a good head-start. (To avoid death early game, read the "Skill use" paragraph.) Mid-game Sejuani is an offensive tank and pusher, making her a deadly opponent, and making her quite hard to kill. Late-game, she is the most deadly, because she has all her skills, and most likely, her entire build, meaning that her slows can be improved more often, and her damage is at its peak. In a 3v3 I suggest you tank the dragon at around level 9-11, with a team mate (or 2). At level 18, you can solo the dragon. In a 5v5, you should tank Baron, whenever your team is ready for him. To get ahead in the game, I suggest you get any buffs whenever you can, mostly all at one point, to probably be the tankiest champion on the field, making you unstoppable.
Sejuani: The Winter's Wrath - "Tank it up!" Build
This is my build for Sejuani. In this build, Sejuani is a tanky damage-dealer. It is a strange build and skill sequence, yet it works very well. You start out with a Doran's Shield, and you're off into battle. You may need to Recall alot because you don't have HP Potions, and your mana will need to be constantly refilled. You follow up with Sorcerer's shoes, since they apply magic penetration, and since you will be using your Q,W,E, and R alot, you will deal mass damage in a short amount of time. After Sorcerer's shoes, you should get Frozen Heart for the mana and reduced cool-downs. Since you will need the mana, I suggest you get the Glacial Shroud first, followed by the 2 Cloth Armors, then into the Frozen Heart. The Frozen Mallet is a must-have on Sejuani since it slows your enemies even more. First you get the giants belt, then Phage and then the Frozen Mallet. The Thornmail is a mid - late game item. You get it to defend your team as the tank, and deal bonus damage against minions, enemy champions, and jungle monsters. Warmog's armor is a very important item for late game. Sejuani will be confronted with more damage late game so the Warmog's will help you tank it. After Warmog's, you may change Doran's Shield into, preferably, either Force of Nature, Randuin's Omen, or Zhonya's Hourglass.
Sejuani: The Winter's Wrath - "Tank it up!" Skill use
The skills on Sejuani are very effective on the squishy targets. For example, your Arctic Assault will charge into them, dealing damage and slowing them, followed by even more slows from Permafrost, and more damage from Northern Winds. If they start pulling ahead by exhausting you, or slow you in any form, use Glacial Prison on them, and Permafrost on them once the stun is done, and quickly Assault them while Northern winds is activated. That will deal massive damage, and most likely, gain you a kill. If you are low on mana, pull out unless you can take the opponent down with one last Assault and a normal attack. If you are low on HP, but have some mana, and are being chased by multiple opponents, Assault away from them, and if they keep gaining, use Glacial Prison (and if they are in range Permafrost) and keep running. If you are out of range of the enemies, or they stop chasing you, find a bush near a turret and Recall. As for Flash and Revive, I suggest you use them in dire situations, or in the case of a quick kill. (Note that you can pick either Revive or Ignite. I just prefer Revive.)
Sejuani: The Winter's Wrath - "Tank it up!" Runes
The runes I chose for this build are for cool-down reduction, attack speed, and attack damage. You need the cool-down reduction since Sejuani's abilities have quite a long cool-down. The attack speed is to deal more damage and slow more people faster, and deal extra damage along with the marks and quintessences. Since Sejuani is very reliant on her slowing abilities, I suggest that you may want to tweak some runes and put in some movement speed runes, so you can catch up and escape in battles. The current runes that are set up are perfectly fine for faster combat.
Sejuani: The Winter's Wrath - "Tank it up!" Masteries
Since Sejuani is an offensive tank, I suggest you use the mastery trees I have shown. The offensive tree, as you can see, is completely loaded about damage, attack speed, life steal, magic/armor penetration, and ability power. All these will be necessary to Sejuani since she will most likely be at the front lines. As you can see, I have also put in some points into the defence and utility trees. For the defence I've put in points into some minor defence boosts like increased armor and magic resist. The utility tree has the summoner spell boost (for flash) and the "Good Hands" mastery. You will most likely die at least once in any match, so you want to be dead for as little time as possible.