when playing Sion you need to become Sion, taunt the enemy demacians, yell like "now bleed" upon getting a kill. You are a war machine, act like it. these are just a couple of the steps but anyway on to the actual things you came for.

first of all, as Sion you don't bleed so I suggest 0/26/]4 or 2/24/2 or something of the sorts.

due to the titanic hydra you want to get health and a little bit of armor(200 or so) and maybe mr if need be and then you get steraks gage for the extra AD and health seeing as his Q has insane scaling and seeing as your a tank you get good AD already. No boots, you don't run from battle as sion only your dead man's plate. Also as sion elixir of ruin gives you 215 or so health so its good for the little boost in tank stats and due to the titanic hydra a little bit of damage also upgrading wards is good on anyone.

max your q first and then your e you are reliant on those your shield is fine on level one since you build tank anyway. your ult is your best friend once you get your black cleaver because the it has a small cooldown meaning the brave few that would challenge sion now cant catch him that is if you choose to be a coward.