Standard pick up on AP Sion as a 2-4th item generally.

http://www.mobafire.com/league-of-legends/build/duffs-336706
Come hang out when I'm streaming! http://www.twitch.tv/dufftime
The theory being that Sion really needs an additional way of dealing damage given his problem with only having two spells and one of those being counterable, and he'll have a lot of AP from Deathcap and runes/masteries.
I even advise DFG and such on Sion for CDR and non counterable DMG.

http://www.mobafire.com/league-of-legends/build/duffs-336706
Come hang out when I'm streaming! http://www.twitch.tv/dufftime
strong.

http://www.mobafire.com/league-of-legends/build/duffs-336706
Come hang out when I'm streaming! http://www.twitch.tv/dufftime
Well I don't even build AP on my Sion.
AD Offtank bebe.
AD Offtank bebe.

http://www.mobafire.com/league-of-legends/build/duffs-336706
Come hang out when I'm streaming! http://www.twitch.tv/dufftime
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Same for Morde.
idk about Sion though o_0