Hey, this is my first build here on mobafire so I hope you guys/girls like it :)
This is my main carry now, so I've been trying some builds and this seems to be the perfect one, it's really expensive but it's great.

Sion is really one of the best champions on the game, but he really depends on farming, since you need to farm his Enrage to don't get killed in one hit by the carry of the other team.
Dragon and baron won't be a big deal to you, and as this build is expensive, killing dragon as much as possible is really great for the extra gold, don't be afraid to solo him, I do it by level 6 or 7, depends on my early game... It will be slow and better with someone, but later you will do it really fast.

Pros
. Extremely powerful late game
. Tank some high damage even without tank itens(as long as you farm Enrage enough)
. Can stun!
. His ultimate is the best teamfight turn over on the game.
. Can solo baron / dragon easily.

Cons
. Squishy early game
. If you don't farm his Enrage you will be easily killed.
. CCed a lot.
. Mana hungry early game.

Runes explanation:
Greater Mark of Desolation
I got those for arm pen, basic AD runes.
Greater Seal of Armor
Since my build is almost Glass Canon I got those runes so I don't need to buy more defensive itens
Greater Glyph of Magic Resist
Same reason, late game those AP won't be dealing enough damage to kill you so just those runes are good enough
Greater Quintessence of Attack Speed
Sion has one of the lowest base attack speed champions, so those runes will help a bit, specially on early game for better last hitting.

Summoner's Wrath Brute Force Alacrity Weapon Expertise Havoc Deadliness Lethality Vampirism Sunder Executioner Summoner's Insight Good Hands Swiftness
For masteries I did this 24/0/6, the reason is that I really don't like to put armor/extra life on Sion, he's good enough with his Enrage, and that extra movement speed is really useful. And when you begin to be targeted/ kited and CCed hard, those less seconds that you would spend dead can make the difference between a win or defeat.

Philosopher's Stone
The first item that I complete, you may be wondering why, the reason is that Sion is mana hungry, and this item will give you extra sustain/survivability on laning phase, and it has the extra gold to help on this expensive build.
Mercury's Treads
The second item that I complete, this is really a must have on this build, since Sion is really CCed.
Trinity Force
This is the third item that I complete, reasons to get it: Extra life, mana, attack speed, movement speed and it gives you the Sheen ability, and the slowing chance...
Inifinity Edge
By this moment there will be happening teamfights but I keep farming until I get it so I can help out because my damage won't be so high without it.
Phantom Dancer
Now you will be the most dangerous person in your team, with this attack speed and damage, all that you got to do is Cryptic Gaze on the target and go for the kill.
Bloodthirster
As your ultimate won't last forever I get this extra lifesteal to keep me alive on ganks and 1v1(if they are dumb to try to kill you on a 1v1, of course)
Atma's Impaler
Now I sell the Philosopher's Stone and get this perfect item for Sion, as it gives you some more armor, critical chance, and damage based on Health. By this time the game should be over soon(if it isn't already).

Exhaust
When I first played Sion I realized he's so slow and has a so damn slow attack speed that I needed to make my enemy like me, so I realized it is perfect for him, on early game just Cryptic Gaze and Exhaust the enemy for a kill(as long as you have a good partner)
Flash
I really insist on using it, as it's the best Spell on the game(my opinion, of course), It has saved me and ensured so many kills that I really recommend it.

Well, here is my match history with this build... Send me your matches with it that I will post it!

Thanks for reading this build, if you test it please vote, don't vote without trying it first! Leave me a comment so I can improve this guide, sorry for my spelling mistakes as English isn't my mother language(first language), and I'll be improving this with optional itens/builds!