Sion can be used in many ways but I choose to use him as a caster. If you're lvl 18 and you were to run into a 1v1 battle use w, wait, then stun, attack, detonate, and ignite. It's as simple as that. Try to get blue whenever he's available. Make sure you don't go up to someone and start attacking when everyone is mia. As I've gotten higher in levels, Iv'e realized that you can't go for a first blood every game at a higher level.

I highly recommend that you get rod of ages first so you can get some mana, health and ap because I absolutely hate it when I find myself pushing or something like that with no mana. It really gets me frustrated. I usualy get sorcerer's shoes cause it's an excellent choice for casters but you can get Ionian Boots of Lucidity too because Sion has some abilities that have long waits. You can skip morello's evil tomb but I get it so I have some more ap, cooldown reduction and MP5. Always get deathcap!!!!!!!!! Hourglass is not required but I really like it. Void staff is an option and so is rylai's and lich bane. I dont require the last three items for this build but I recommend them.

In short:
Catalyst
Boots (Sorc or Ionian)
Finish Rod of Ages
Morello's Evil Tomb (optional/situational)
Deathcap

Late game items:
Hoursglass
Voidstaff (A MUST if you didn't get Sorcerer's Boots)
Rylai's (if you are getting focused down)
Lichbane (for the added DPS)

You need magic penetration and ap to succeed and runes are the perfect thing for that. I like getting mana runes cause i've often found myself with no mana and I cant kill blue because my level is too low. Without mana a team fight might show up and what can you do with no mana? NOTHING BUT GET YOURSELF KILLED!!!!!!!!! Sion is all about ap and magic penetration because if you use his shield right you can get almost half peoples health with your detonate and then stun him with some attacks and they're dead. Without ap and magic penetration it's not so easy.

I like ignite because I end up letting them get away without ignite a lot. With ignite you can show those people what you're made of and kill them to flat 000000000! I like flash because it's useful for:
Getting in range for your stun
Getting away
Ganking (please do not use to gank many times I only use to get my w off)
Flash is very good for Sion.

I get my stun first just in case someone tower dives. I get my shield next in case of emergency and to harass them. I get my dmg. up next so I can get some more kills. I level up my shield up to level 5 because it can dominate squishy people. I get my stun next because there is no use in getting Endless Rage up 1st cause you're a caster. I get my ult last because that's the only thing left. Once you have a lot of ap and your shield is leveled up entirely, you can run up to minions and detonate and there will be no more minions.

I like getting ap masteries and cooldown masteries. I get a lot of utility cause dmg. is mostly for ad not ap. I dont get defense cause I bring him out as a caster, not an off tank. Utility can help you get more mana and help you spam your sbilities more.

Thank you so much for listening and I hope you use this build some day. Please comment on what I need to improve on because this is my first build. Thank you again and bye.