01/30/2012-
-First created

02/01/2012-
-Added an image
-Switched out Thornmail for Randuin's Omen
-Decided to rewrite some of the sections, added a ton to the Items section, messed with some stuff
-Made a promise to add way more stuff

So, this guide is mostly for my personal use, but i guess it's fine for others to look at too. This is aiming more for the tanky/DPS type build, which makes you pretty beastly with her.
Pros:
-tanky
-decent ability damage output because all abilities are AP based
-great for chasing/initiating
-awesome burst (throw Glacial Prison, activate Permafrost, Arctic Assault in, activate Northern Winds).
-pretty crazy late game(providing you're well farmed/fed)
-actually, even if you're not fed you can do decent
-just awesome for team fights in general, because you jump into the mix and mess up all the enemies

Cons:
-kinda bad until level 6
-after you burst, you'll just sit there until your abilities are back
-no cooldown reduction, thus the long wait in between bursts
-this is most definitely NOT a jungling guide

So yeah, try this build out if you want, and give me feedback/advice.

Oh yeah! This is my first guide by the way, I used Jhoijhoi's "how to make a guide" guide, so check that out here.

Really a matter of opinion, i prefer Teleport and Heal, because it's fun to be everywhere and you can never pass up a chance to save your team from dying. But i can see anything being useful on her. It just depends on what your team mates choose and what you personally prefer. I'm assuming you're level 30 so you have decent knowledge of the game.

What i say you should use:What i actually use(because i'm to lazy to change my rune pages):
http://edge1.mobafire.com/league-of-legends/rune-page-planner#&rune=283:9-280:9-351:9-276:1-346:1-273:1

I believe runes are all a matter of opinion. If you have two rune pages that work for most of your characters, you're good. Some people make a rune page specifically for jungling, or tanking, or ranged AD. It's all just whatever works. NOTE: if you are below level 20 DO NOT BUY RUNES

I choose to start with a dorans shield, because it helps with defending from attacks and such, but you can choose another starting item, like ruby gem or sapphire crystal]. Then you grab a [[heart of gold when you get back home, because that extra gold will help you in the long run and it builds into a Randuin's Omen later on. Then you grab some boots for chasing, catalyst the protector for that nice health/mana boost, which will build into the Rod of Ages, an essential for AP champs. This is best bought early so you can build up the passive on it. Next, i suggest mercury treads because you will get focused in fights and it helps you ignore slows when chasing jive turkeys around the map. Grab that Giant's Belt if you don't have enough for the full Rylai's Crystal Scepter, which is awesome because it helps you in every way, health, AP, and more slowing. Abyssal Mask is nice because you're usually gonna be right up next to enemies when using abilities on them, and since this reduces the magic resist of nearby enemies, it's just plain fantastic. Now you can choose to buy a Needlessly Large Rod and build it into your Rabadon's Deathcap(which is a staple for all AP builds ever, i mean, that extra 30% AP is glorious) or you can turn that extra gold boost from Heart of Gold and buy your Randuin's Omen, which is useful because it adds the tanky aspect to you, allowing you to take more hits and passively slow down enemies even more! It also has an active for those situations where you just have to get the hell out of a fight or you need to slow a large group of baddies!

Now, lets talk other items. Some Thornmail is nice for when you're dealing with an AD heavy team and you seem to always be attacked by standard attacks (from fools like [tryndamere]), and usually your replacing your Randuin's Omen for this. I should mention Force of Nature too, for when you're being smashed by AP, this would also replace Force of Nature. Now i'm gonna say this now,DO NOT BE AFRAID TO MIX AND MATCH DIFFERENT ITEMS. This guide is by no means an absolute perfect guide for all situations, so you have to aim for knowing when to change out certain items to either help your team mates or be a better match against your enemies.

getting Permafrost maxed first because it's a big group damage ability, then Northern Winds maxed for more AoE damage, then Arctic Assault for the icing on the cake. Now, let's talk about how you use these abilities:

Clearing minions: Charge over all the minions using Arctic Assault to get frost applied to them, then using Permafrost to damage them all. Northern Winds usually clears out any stragglers.

Initiating: With Glacial Prison available: Throw out Glacial Prison, usually you want to hit more than one enemy champ with it, then (with a team mate or four following) permafrost, charge, AoE, and then go from there, it's pretty simple.

Without your ult, just charge in, permafrost, AoE.

General stuff: Your AoE does not apply frost, so you'll need to either hit an enemy or Arctic Assault on them or Glacial Prison them for frost, so after using one of these abilities or striking them is a good time for Permafrost.

I'm sorry guys, i'm no jungler, but the builds here and here are getting pretty nice ratings, so i suppose those are reliable sources if you want to use Sejuani for jungling around.

These are the first six games i had with her. I'll make sure to perform a ton more Dominion, 5v5 and 3v3 games and start collecting data and results, figuring out what works and such. Sorry That i don't have that much content right now, i'm in school so i get a lot of my time eaten up, but i'll be sure to perfect this guide eventually!