This is my first build and I do know that this build will need a lot of editing afterwards so please find what you think it is wrong and that could be changed

First of all, Sion is a great champion to use or play. He doesn't have that many CC(Crowd Control) but he is still a fine champion himself. The reason I did both AP/AD is because Sion can be both of them and he can always go tank build which I did not put it in here (But eventually will). The skill sequence might be wrong because I only put in the order of what to be mastered first.

Every time I play Sion, my teammates always say Sion is better tanky AD. BUT THEY ARE WRONG! Sion is way better AP since all his attack abilities(Q+W) are based on ratio of 1:1 AP. The highest AP I went up with Sion when I was fed, was about 1.1k AP with ,I think, 1 mejais, 4 rabadons, and 1 archangels. At level 5 Q with 300 AP will do about 600 magic damage and with W which is the shield, will do about 600-700 dmg. But always remember to try not to pop the shield by getting damaged which will do no damage. Shield won't break easily with some AP since that ap is not just added to the damage the shield does, it adds up to blocking the damage also. So let's say you can do 500 damage with the shield, then you block 500 damage also but won't do any damage to the enemies if was to be gone by being damaged.

It is true that I like AP Sion way better but sometimes tanky Ad Sion will do better. If you follow my AD build, Sion will be incredibly fast DPS by using his ulti which raises attack speed and life steal. When Sion goes AD, he won't be able to block that much of damage with shield nor do that much damage to them. But with his ability that stuns an enemy, he will be able to pick up the damage with fast attack speed and life steal. The reason of guinsoo's rageblade is not just to raise the attack speed but to raise some ap as well when it's fully stacked.

Pros
A very good hybrid with his abilities and ultimate
Shield blocks damages
More minion kills you have, more health you will have
Cons
Lack of mana
Lack of speed
Lack of CC (Crowd Control)

AP Sion-
I get flat AP quints and glyphs to raise my damage and blocking at first. And I get armor + magic resist for the rest of them. The reason I get glyphs for flat ap is because glyphs give ap more than marks and seals. The reason of armor and magic resist is to be a little bit tanky since I'm almost going full ap + mana with my build. ( If you don't want armor or magic resist runes, I recommend mana regen and magic penetration runes)

AD Sion-
I get armor penetration quints since they don't give that much ad if I buy quints for AD. I buy marks for ad because they give them the most. For seals, I get critical damage since in my build I'm not going for infinity edge after it got nerfed. And lastly, for glyphs I get attack speed to raise my attack speed as a dps.

My Skill sequence is just what I put for what I think should be mastered first as I said earlier. So if you were not so sure about it, just read this and you will get it.

AP Sion-
First I get Cryptic Gaze to get my stun for ganking early game. Then I get my shield to block some damages if I am about to die and also to get some minion kills. Then I get my enrage to raise my health and attack damage. With the combo of death's caress and enrage, I should be able to get some health when I get minion kills with shield. Master Death's Caress first for the nuke damage you want to do with AP Sion and then master Cryptic Gaze for the 2nd nuke damage. And then master Enrage for more attack damage. So for example sequence would be like this :
-> -> -> Master (whenever you can't raise it raise ) -> Master -> Master

AD Sion-
First I still get Cryptic Gaze same as AP build for stun which is useful or early gank. Then I get Death's Caress for blocking damages and killing minions. Then I get Enrage that will raise my health and attack damage. For AD Sion, enrage is very important to raise and master first for the attack damage. Then you master Death's Caress which will make you able to attack the target without getting damaged so you can attack more. Then I master Cryptic Gaze for some damage before I start attacking with ulti. So the sequence would be like this :
-> -> MASTER (WHENEVER YOU CAN'T RAISE IT RAISE )-> MASTER -> MASTER

AP Sion -
= Ghost is used to get to your lane faster or follow an enemy to use your Cryptic Gaze Then finish the guy with Death's Caress

= Flash is used to gank a person while you are in the bush. You hide in the bush and flash in where you think the enemy will run away to. Then you use Cryptic Gaze to stun them and don't forget to have your shield on in the bush first because you know there is 3 sec delay in order for you to pop it.


AD Sion -
= Exhaust is used to slow the person you are trying to get and then attack them with insane attack speed and attack damage of Sion's ulti, Cannibalism

= Ghost is used to chase after a person or run away. One way to use it is to chase after a person with ghost and use cryptic gaze then attack them.

Other Recommended Spells (IF you don't like to put some of them as your spell)

= Ignite could be used to lower the enemies hp or if you couldn't get someone or finish someone you could use this ignite for it.

= If you have played Sion before, you should know that Sion is extremely short on mana after using his abilities for awhile. So this is the solution to that problem if you don't like your mana running out and going b everytime.

For Items you could follow my build or you could build something else while you are following my guide depending on what kind of enemies you are fighting. Heres other items I recommend to put in the build :

If you are looking for some tank item build for Sion, I recommend : Abyssal Mask Frozen Heart Frozen Mallet Lich Bane

The reason I didn't follow my build and bought Rod of Ages was because the enemies only had 1 AP which was ryze so I didn't need magic resist that much