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Flash is great because it's versatile and easy to use. It is obviously best for dodging a single ability or getting over walls, etc. It is also great for comboing with abilities such as E or R, though flash combos aren't particularly useful for Sion compared to some other champions.
Ghost is great for more specific reasons and is less versatile in my opinion. The best arguments for ghost are that it is a shorter cooldown, lasts a long time, and it scales with level. It is ideal for extended fights and trades, allowing you to stick to opponants in situations where they would normally outrun you. It is also great for teamfights because it lasts a long time and the duration is extended on takedowns. I find it to be incredibly useful when freezing the enemy minion wave at your tower. Once the enemy comes up to farm, (assuming you are stronger than them) you can throw an E at them and Ghost to run them down and kill them. They have to run all the way back to their tower and can't outrun you.
Overall, I suggest trying them both out and see which you think works best for you. Ghost is a bit more of an aggressive option and will work better with more aggressive builds. Flash is more versatile and safe. There's never a bad game to take flash in. Taking ghost can make you especially vulnerable against certain Junglers who need to land a skill shot on you, like Elise, so you'll have to be more observant of the enemy jungler and react quickly.
These parts of his kit make Lethality and Armor Pen super valuable. Stridebreaker is a fine item on Sion because the stats are solid and the active is very useful but I would not say the same for Blade of the Ruined King. Attack Speed and Lifesteal are not very useful on Sion.
Sion is mostly a caster, meaning his abilities are where most of his damage comes from. He will not auto attack very often in fights outside of passive, it's just very clunky to try to auto attack a lot on Sion in fights. Also, in Sion's passive, the attack speed given from items like Blade of the Ruined King is wasted because he has exactly 1.75 attack speed in passive and he can't get more or less than that.
One more thing is that Attack Damage makes Lethality stronger and vice-versa, so Attack Damage alone is okay but not great and Lethality alone is okay but not great. Overall, you can definitely try builds like that, with more AD or attack speed even but they will not work as well with Sion's kit as most Lethality items would.
Any items that have those stats are going to be at least okay on Sion but it's generally best to build full into one direction. What I mean by that is, if you are building Lethality items you want to stack Lethality, if you are going AD/Bruiser you want to stack Health and AD as well as a bit of resists and if you are going tank you want to stack Resists and Health and so on. If you just want to build AD and not lethality, I recommend going a bruiser route. Something like Stridebreaker into Titanic Hydra, then Sterak's would be good and so on. Just note that the Bruiser build is not going to be one-shotting people like the Lethality build but you will certainly be a lot tankier and it's easier to play as well.
If you do want to play Lethality Sion, it has a very unique playstyle. You have to play him a bit different than other champions. What a lot of Lethality Sion mains do is play around vision, camp bushes, sit in the fog of war so you can setup a full charged Q into combo to one-shot the enemy. It's usually not a good idea to charge a Q while you are in full vision of the enemy, you will hardly ever land it in that case unless you land your E slow or Ult. Against those mobile champs it's really important to utilize vision and bushes and plan so that you can charge a full Q from the bush and surprise them, that way they can't dodge it with their mobility.
I agree, his kit can be fairly clunky at times and the Lethality build relies so much on his Q. I think his Q is perfectly balanced though actually. His Q does absurd damage and is a massive CC. The ability on paper is broken, the reason it is so strong is because it has so much counter play as well. It's so easy to dodge but when you do land it, it will almost certainly setup a kill as Lethality Sion. That's why I think it's okay that his Q is hard to land, because it is actually just a really strong ability when you do land it and encourages good vision control and planning.
Lethality Sion can't be played like Bruiser or Tank Sion because you are essentially putting your entire strength into your Q button and if you mess it up as Lethality Sion you are going to die or not do any damage. If you do end up wanting to try the Lethality build and not the bruiser or tank build I recommend checking out TheBausffs on Youtube or Twitch. He's a challenger AD Sion one-trick in EUW, watching him will give you a good idea of how to play Lethality Sion as opposed to just tank Sion or Bruiser Sion. He's also just really fun to watch in general.