Here we go!
This is my first Guide, an AP Sion Guide. Hope you will enjoy it, I didn't make a tl;dr Guide, I preferred to stay focused on the most important things.
By the way, english is not my native language so please forgive me for any mistakes ^^.

This Masteries tree is a classic. No need to pick more points in Offense, because you will already be able to one shot ennemys whit this one. Because Sion is a manavor in early-game, Mana Regen is a must-have.

Greater Mark of Insight
You want to be an AP Sion ? So act as such and take red magic pen for more damages in early-game and, oh wait, mid-game and end-game.

Greater Seal of Clarity
You will quickly figure out that Sion is a manavore champ. Nothing is more frustrating when you can't stun whit Cryptic Gaze while Death's Caress is going to explode because you lack 50 mana. So take these Seals and play it aggressive !

Greater Glyph of Force
Same reason as above for reds. No flat, you will already see a difference at level 6, and Sion doesn't need to be more OP in early-game as he already is.

Greater Quintessence of Potency
Perfect resonance whit blue. What else ?
Magic Pen are viable too.

will allow you to catch and kill the fugitives (hose who have escaped your stun Cryptic Gaze ).

may be choosen too for being more aggressive.

At first you have to take your Enrage to gain health while doing last hits. Then two points in Death's Caress to start dealing a lot of damages. At level 4 pick your Cryptic Gaze and you will be a real pain in the *** for the opposing solo top. Thereafter, priority on your Death's Caress , then Cryptic Gaze and finally Enrage .
Sion's ult Cannibalism is a bit useless with an AP build, so just up your other skills, respecting priority above, and up your ult in end-game. But don't forget to activate it when you have it, your team mates will thank you !

CORE ITEMS :

Sorcerer's Shoes are an undeniable choice for Sion AP.

Deathfire Grasp is one of the best item in LoL for nuke AP like Sion. It will give you AP, mp5, CDR, and a marvellous active! No more "10HP lucker" ennemy whit that.

Rabadon's Deathcap 140 AP and +30% AP, what else ? And more, perfect combination with Deathfire Grasp.

Abyssal Scepter is a must-have if ennemys stack magic resist. And magic resist provided could save your life when you will charge into a team fight.

Zhonya's Hourglass will make your Sion more Tanky and will provide you more AP. Don't forget the active depending on the situation.

OPTIONAL ITEMS :

Mejai's Soulstealer you are doing it right ? So take a Mejai and end this game quickly!

Void Staff is a must have like Abyssal Scepter if there is a lot of magic resist aginst you.

Banshee's Veil if you figure out you are focused in teamfight, this could save your life.

Very useful stun Cryptic Gaze for harass, gank and esacpe, which lasts already 1.5 seconds at the start of the game.
Death's Caress will allow you to harass more and more.
A very tanky carry AP.
Manavore champ.
Very dependent on his Death's Caress .
Mercury's Treads, Quicksilver Sash and Banshee's Veil are good counters against Sion.