Items built should always be thought about and adapted to fit the game state. For example, for second item, randiun's omen should be built against 2+ champions that critically strike, abyssal mask for heavy ap damage, thornmail against healing, frozen heart against many auto attackers, and knights vow if your team has a hyper carry like Kog Maw or Jinx etc. Other items can also be explored like Locket of the Iron Solari if your support doesnt build it and it can help the team, for example against Gangplank or Karthus ultimate. If your support already has locket, redemption is not troll at all against huge Area of Effect Abilities on the enemy team.
For starting item, usually Doran's Shield or Corrupting Potion is the choice, the former against heavy poke, the latter for heavy trading/ spam recalling and ulting back to lane for tempo.
Boots are usually not that important hence the magical footwear, and tier 2 boots should only be bought if Ninja Tabis can find value against many auto attackers, or if the tenacity from merc treads can find value. Boots are usually not as important to Sion as his main form of mobility to roam comes from his Ultimate.
All in all, your builds should always be relative to the opponent team composition and game state, and the build options shown above is just a general guideline to follow.

Never be afraid to trade hp to shove a wave in, unless you know that the enemy jungler is nearby. However, it reaches a point where you can do that, and possibly draw jungle attention when the enemy jungler tries to gank but cannot kill you, hence wasting his time. You also have TP with reduced cooldown from cosmic insight and ultimate to get back to lane, so never be afraid to lose hp to crash a wave/ break a freeze from your opponent, before recalling and coming back to lane. After recalling, you may want to hover over other lanes in which you tbink a fight would break out, and use ultimate to get to the fight should it transpire. Be sure that your jungler is catching your wave at this time, or the wave is neutral, or the wave is crashed in your favour before doing this, ensuring you do not lose experience and gold via minions crashed into your tower.

Sion ADC is usually paired with a Senna support, allowing Sion to sustain alot of poke from the enemy bot lane, with TP, senna heal, Sion W, Doran Shield and even Revitalise if taken. This pick is so good as the enemy bot lane has to constantly be afraid of ganks, with the insane gank setup from Senna W onto a minion and Sion E the minion to an enemy to root them from even very far away. This pick can hold their own in the early game, as Sion can clear out waves most of the time even after dying to ganks. The level 6 lethal is also insane. With Senna's slow in her kit paired up with Glacial Augment, when Senna auto attacks an enemy, they are slowed and without a dash, they can be easily hit by Sion E. This can lead to Sion being able to easily land his ultimate into a fully charged Q and Senna middle part of her ultimate also hitting. This combo is deadly for immobile ADCs that are not laning with a Tahm Kench, Thresh or even Taric, making them force out their flash, or losing experience and gold from minions lost through a freeze that Sion and Senna can execute if the opponent does not manipulate their lane properly relative to their jungler's pathing. Some hard counters can be enchanters bot lane, as they can protect their ADC in a better way and also bully you out in the first few levels of the game. The hardest matchup by far is Soraka ADC or Support, and after that being Malzahar ADC or support. Their ranged silences can interrupt your Q charge, making you lose tons of damage and waveclear, making it hard to clear the wave at all,let alone last hit. Even if your Q cooldown is longer than the silences of those champions, you will still lose alot of mana and the way Sion works is his mana costs are fine without biscuits as long as he doesnt use more than a rotation per wave.

Now this may seem as a troll pick. However, Sion gets so many W passive stacks in the jungle it is actually insane. As Sion jungle, if there are not mant basic attackers or crowd control, taking cosmic insight along with ionian boots of lucidity is a great pairing. This is as after the first few component items of Sion's build be it for Tank Sion or AD Sion, he is able to almost instanly clear wolves and raptors, hence he can speedrun his clear by clearing the small ones with Q (and W for tank Sion), and just smiting away the big one, which is the one that is the problem for those 2 camps. Just like in a lane, you always want to be procking and using your second part of your W just before the shield breaks from taking too much damage. As Sion your clear is pretty healthy anyways, especially after first base, hence you should not be worrying about your health. For Sion Jungle, you can opt for predator or dark harvest for AD Sion and the former for tank or AD. Whatever rune you take, be sure to have ultimate hunter, which increases your gank potency since Sion does not have much other gap closing tools, besides for example prowler's claw Sion for the AD sion build. For AD sion, you can also opt for gargoyle's stoneplate after your prowler's claw, allowing you to have some extra tankiness to get more rotations of your spells off in teamfights before you die.
As Sion jungle, you should always be looking for ganks when your ultimate is off cooldown, to make use of its cooldown, as you do not have a lane to porentially ultimate back into. Remember, the longer the distance you travel with your ultimate, the more damage it does, hence if the lane you are ganking has crowd control to help you land your ultimate, you can charge it up from further away. However, if the laner can escape relatively easily, letting them know you are coming not so much in advance can be helpful.

Your ultimate is a very good tool to engage with, and it doesnt only have to hit essential targets. Be sure to hit your E for the armor shred, especially on the front line. Remember your E also slows, so an E auto on a primary carry on the opposing team can make them very vulnerable to other engages from your team if they do have a tool to escape. If you have a fed carry, try to peel for them instead of engaging the fight. Along with knight's vow, your hypercarry would have a way better time playing the game and can dish out more damage when alive.
As Sion, especially AD Sion, you usually want to be at objectives like Rift Herald or Dragon or Baron earlier than your opponents. This is as in brushes, they cannot see you charging your Q, hence it makes it hard to facecheck, either that or they have to spend wards to find out where you are. Although this may not work often, it is something to keep in mind to increase the chances of finding an advantage.

There reaches a point where a fully charged Q and a W2 can clear out caster minions as tank Sion, but before that point this combo will only nearly one shot the caster minions, so be sure to get used to the breapoint in the game where the various interactions can occur.
You can use E on a minion or monster and prowler's claw as AD Sion for increased gap close and mobility.
Be sure to take raptors and krugs if your jungler is not nearby, or take the enemy's krugs or raptors,to stack your W passive alot faster.
For mid lane Sion, doing raptors after getting bami cinder isnt that hard to do.
Always try to release the Q charge only when your opponent is nearly stepping out to increase damage and ensure the stun.
Remember to go catch sidewaves in the mid game to stack up your passive and not aram mid randomly.
Remember that since your passive helps stack health points, building armor and magic resist can increase the effectiveness of that hp, just like Cho Gath.
You should always look for cheese in brushes and fog of war to get Q knockups, as long as you are not losing waves on the map.
When trying to end the game fast before the opponent respawns, you can ultimate into the 2 nexus turrets, and cast R again before hitting terrain while you are in between the 2 nexus turrets. This will deal damage to both turrets and secure your victory.
This same trick can be done if turret plating is falling, but you are at a risk of being ganked so ensure that you have vision on the enemy jungler or if he is dead.
Your ultimate is the most key ability with this Sion mid or Top pick. With your ultimate, you are pretty much ungankable, can draw alot of pressure to your lane, and can also look for roams in other lanes to snowball a lead or to help out teammates. When going for tower dives, ideally you should be the one tanking as if you die you can find some value in your passive.
Always look for level 1 fights as your Q can change the outcome of many level one fights, and if you die your passive can shred through any level 1 champion like butter.
Try to always cast the second cast of your W just before the enemy kills your shielf while trading. This is as you only deal damage if your shield persists, and the value of the damage onto your enemy outweighs the little shield there is left.
A cheese that you can pull off is when you are sure the enemy jungler is starting his red side, and your jungler invades the opponent's blue side, hence initiating a spilt map. What you can do is deny your opponent the blue quadrant of your ally team's jungle, by pulling both blue buff and gromp towards you, dying, and killing both with your passive. You will then hit level 2 and can teleport back to lane. This trick is hard as you have to maintain the patience of gromp relatively well. This is as when you die, you are untargetable for a few seconds, hence the gromp would get impatient (kill blue buff first). The gromp patience bar will be drained almost fully, but you will revive with your passive just in time to keep its attention and prevent it from restting if you do it correctly. Even if you fail this, taking the blue buff only can still be crucial in stunting the opponent jungler. With 2 camps done, although you do not have a jungler item's passive, you will reach level 2 in lane at the cost of a teleport.

Against assassins, play safe in the early game and do not let your opponent laner snowball the game off you. After the first few component items, it would be almost impossible for them to kill you assuming equal level of play. However, always take into account your opponent's items before thinking you are unkillable. Some champions like Zed can burst you down if they have % armor penetration and if they land their combos cleanly. Make sure if they do not build optimally to kill tanks, flash emotes and mastery to them to tilt them even further.

Against melee champions, try to line up your Q to a dying minion and the enemy, obtaining as many last hits as possible while trying to poke out your opponent. (something like Viktor E)

Against ranged champions, be sure to save your E for all in attempts, especially when your jungler or support is nearby. After hitting E, walk up and try to stun then with your Q. They will either be stunned or will have to use their dash/ mobility ability, after which you can more easily land your ultimate to set up for your jungler or support.