Not Updated For Current Season
Sion is better than you think. You just need a good convination of items and spells.
When you have just bought the Vampiric Scepter, you CAN buy the Bersekers Greaves it's a very good decision, because Sion is very slow. You can also buy the Mercury's Treads instead, depending on the enemy's champion. However I recomend you the firsts.
When you have just bought the Infinity Edge you can decide between the Thornmail, Guardian Angel and Last Whisper. You can have this items at the same time if you want. Don't forget you may need to sell the Vampiric Scepter at this point.
Now, going to the spells, try to use allways the Enrage (E). This one is almost like a passive, it gives like when killing. If you kill loads of minions you'll have a "longlife". The colour of Sion's axe becomes orange when you use it.
In other side you have the Cryptic Gaze (Q), which is an incredibly good stuning spell.
Use Cannibalism when atacking champions, it regenrates life and improve your speed for a long while.
Death Caress (W) is a shield which also renerates life. Is not as good as the others but it's helpful too if wanna be protected from the enemies, just remember it can be destroyed
Have a nice game