Sion is strong champ that deals heavy damage in early, mid and late game.
Use his Enrage spell gives you 25/35/45/55/65 attack damage and is important max it asap, but his real power is Cannibalism spell thet grants you 100% LIFE STEAL!
His also important take lot of farm for the passive effect of Enrage that grants you PERMANENT BONUS HEALT, another Warmog pratically.
He also has a no-skillshot stun (Cryptic Gaze spell) and an heavy shield that deals TONS OF DAMAGE.

I took Greater Mark of Strenght to have much AD in early game and Greater Quintessence of Desolation that gives you all the armor penetration that you need.
Greater Seal of Resilience and Greater Glyph of Warding gives an initial buff to your defence stats.

Flash is the summoner spell that you always need, it gives you a perfect escape or you can use it to take a kill if your enemy try to flee.
Exhaust slows the target and gives an attack speed debuff, use it to stop a flee or in a hard 1v1 fight. If you are a good farmer you can take Ignite instead Exhaust because you fast buy Phage and then Frozen Mallet that always slows the target.
Use ignite to take a secure kill if your enemy try to flee and remeber that you can always stun it with Cryptic Gaze