First of, hello everyone! I realize that my build isn't the one that is the most common one on this site, but it has been working brilliantly for me in the past. The key here, is that I build Sejuani for these things:

Early game:

Good gold-income
Many and early ganks, starting at lvl 2

Late game:

Initiating teamfights
Tanking
Controlling the teamfights


I see alot of players who put their gold into building damage / semi damage items on Sejuani, such as Rabadon's Deathcap, Rod of Ages and Frozen Mallet.
I skip that completely. If you want a damage and a killer build for Sejuani, look elsewhere.
If you want a build that will allow you to rack up assists like crazy, supporting your team and controlling the teamfights, go on reading! This is a build for winning the game, not scoring the highest amount of kills!

Pros:

Amazing crowd control in teamfights
Lots of oppertunities to gank from the jungle
Can tank and offtank dependant on the rest of the team
Great ability to clear off mobhordes when defending towers (Q+W+E)
By picking up assists, you grant more gold to your AP and AD carries
Great goldincome thanks to your build

Cons:

Low damage output compared to tanks like Amumu and Volibear
Slow jungler, dependant on successul ganks and counterjungling (See below)
Not the toughest of tanks, have no skills to soak damage / regen health
Very teamdependant!

Frost (Passive)
Sejuani's basic attacks apply Frost, reducing enemy Movement Speed by 10% for 3 seconds.
Analysis: A very simple and yet complex passive. All your skills rely upon it, either applying it or drawing a bonus from it.


Arctic Assault
Sejuani charges forward to deal magic damage and apply Frost to enemies. Sejuani stops upon colliding with an enemy champion.
Range: 700
Cost: 70 / 80 / 90 / 100 / 110 mana
Magic Damage: 60 / 90 / 130 / 170 / 210 (+0.4 per ability power)
Hotkey: Q
Analysis: Hello my 70 mana Flash. It brings you over ledges, through forests and applies your passive Frost when it hits. It should be used both to initiate and escape ganks. First point at lvl 2, and max out last.


Northern Winds
Sejuani summons an arctic storm around her which deals magic damage to nearby enemies every second. Damage is increased by 50% against enemies affected by Frost or Permafrost.
Cost: 40 mana
Cooldown: 10 second
Magic Damage per Second: 12 / 18 / 24 / 30 / 36 (+0.1 per ability power) (+1 / 1.25 / 1.5 / 1.75 / 2% of her maximum health)
Hotkey: W
Analysis: A real killer skill. Combined with Sunfire Aegis and a fair amount of health, you'll be able to do over a hundred damage per second easily in a constant AoE around you. Excellent for jungling, excellent for harassing in teamfights. Pop it right after your Arctic Assault to make sure all targets are under Frost.


Permafrost
Sejuani converts Frost on nearby enemies to Permafrost, dealing magic damage and increasing the Movement Speed reduction dramatically for three seconds.
Cost: 55 mana
Cooldown: 11 seconds
Magic Damage: 60 / 110 / 160 / 210 / 260 (+0.5 per ability power)
New Movement Speed Reduction: 30 / 40 / 50 / 60 / 70 %
Hotkey: E
Analysis: At max rank, it has the same slowing effect as an Exhaust. Just that yours have an 11 second cooldown. It hits in an AoE, so make sure as many of their team as possible is under Frost, and don't pop it for the extra damage but pop it to secure a kill. If you see one of their squishies wanting to pull out, or one of their melee's running for one your DPS chars? That's when you use it. Support, don't kill.


Glacial Prison (Ultimate)
Sejuani throws her weapon, stunning the first enemy champion hit. Nearby enemies are stunned for a shorter duration. All targets take magic damage and are affected by Frost.
Cost: 100 mana
Range: 1150
Cooldown: 150 / 130 / 110 seconds
Magic Damage: 150 / 250 / 350 (+0.8 per ability power)
Hotkey: R
Analysis: One of the best ulties in the game. Amazing range, amazing spread effect once the first hit lands and it applies your Frost, allowing you to Permafrost as soon as the ice breaks to keep a good portion of the enemy team in place. With some cooldown reduction items such as Frozen Heart and Shurelya's Battlesong it'll be avaliable for each and every teamfight.

GLYPHS

I go cooldown reduction with Greater Glyph of Cooldown Reduction. I want my ulti Glacial Prison to be avaliable as often as possible, to be able to spam Permafrost during ganks to assure no one gets away. Decent alternatives could of course be Greater Glyph of Magic Resist to rack up some extra magic resist.

SEALS

I go armor, flat and plain armor with Greater Seal of Armor. A must if you jungle, in my opinion. You could theoretically drop it if you Stonewall with Cloth Armor and five Health Potion as your starting item, and perhaps pick up Greater Seal of Health, since health increases the damage output of your Northern Winds but I wouldn't recommend it. See below why!

MARKS

I go Greater Mark of Magic Penetration. All damage you do is magic, and even if it isn't much, it helps during the first few levels of the jungle. Additionally, once you get your Sunfire Aegis and a decent amount of health, you'll start to do a heavy amount of damage combined with Northern Winds to low-magic resist targets such as enemy AD carries. Champions like Ashe, Miss Fortune, Caitlyn can easily be harassed out of position during teamfights just by you auto-attacking them with Northern Winds up.

QUINTS

I go gold per ten with Greater Quintessence of Gold. And this is simply because Sejuani is a slow jungler and since you won't be dropping alot of kills, the extra gold will come in handy throughout the entire game.
With this specc and build I am rolling with, I am often with a higher gold income than our AD carry, and should we end up losing, I am still often able to compete with their Top income players.

Alternatives would naturally be Greater Quintessence of Health(To boost your Northern Winds and make jungling easier), Greater Quintessence of Movement Speed(To secure ganks and make jungling faster) or Greater Quintessence of Ability Power(To increase the damage output of all your spells, and thus speed up jungling). But my personal preference is raw gold! It helps, from the very start to the very end of the game.

Once again, these are my personal preferences. The 21 in defence helps alot, Juggernaut is possibly the strongest Mastery in the game, as it combined with Honor Guard increases your effective health by 4.5 percent! The lone point in offensive tree is naturally to boost up my Ghost (which I use alot!) and since I enjoy the movement speed, I am dropping the extra points in the support tree to reach Swiftness .

An alternative would be the move the points from the support tree to the offense tree to increase the magic damage and reduce cooldowns further with Sorcery and Arcane Knowledge . I prefer the movement speed though.

Naturally, some magic resist Resistance could be dropped to get Tough Skin to make jungling less dangerous, but I don't encounter that many difficulties with jungling without it. I'd rather have the extra magic resist, since there are none in my runes.

If one for some reason sacrifices the ghost for say Flash, Teleport or Cleanse then one could of course drop an extra point in the support tree for Rune affinity.

Ghost / Smite

Possible to jungle Sejuani without Smite?

Ahahahah! No, seriously, don't. Golems, Red, Blue are really hard without Smite. Even at later levels, Smite will help you alot when picking up red. It's also handy for stealing Dragon / Baron.

What about Ghost?

I brought Ghost simply because Flash isn't needed. You have a Flash already, and it's your Arctic Assault! It works brilliantly to take you over ledges, initiate, escape and what not. At later levels the cooldown will even be so low that if timed and used correctly, you could probably manage to pop it off twice in a teamfight.

Ghost on the other hand is VERY good for any jungler in my opinion, as you can pop it while you are in your jungle and see a gank happen elsewhere to quickly change path and maybe stop an enemy gank. It is also excellent for chasing down runners, using when initiating or to escape someone who's bullying you in your own jungle.

Alternatives:

Flash

Whatever floats your boat. I still say Arctic Assault is your flash already, and Ghost will serve you better. If you are comfortable with Flash normally though, be my guest.

Cleanse

Always a good option for simple reasons. You want to control the fights, and you can't do that if you're stunned and what not. If you bring it, don't forget to drop a point in Summoner's Resolve . This can be a particulary wise move if you are facing a team with alot of champions with stuns, such as Taric, Kennen, Ashe and Annie.

Heal

I never personally did try it, but I can see it helping, especially if you run into a lane during a gank and rescue a teammate with it. I am in general not a huge fan of heal, but if you feel unsafe without it, go ahead. Margins win the fights, after all!

Teleport

Feeling pro? Trust the guys in bot and top to Sight WARD the enemy bush? Pick up Teleport, and you can land ganks right after going home and healing. I did try it, with moderate success. Could also be used for quick maptravel to save towers, etc. The drawbacks is the VERY long cooldown, and that it possibly loses some of its use in late game.

Sight Ward

First of all, a very important thing about jungling with Sejuani, and jungling in general. If you want to win, follow this simple and 75 worth of gold advice.
EVERYTIME you go back home, you should pick up one or two Sight WARD. Drop one for the topper, maybe one for the midder, perhaps Sight ward up the entrances to their jungle? Dragon? The more wards a team have, the more likely you are to be able to set up / dodge ganks. Have you seen them place a Sight ward somewhere? Pick up a Vision Ward, and bash their sight WARD apart! (For more details, see under Warding)

Starting items when jungling Sejuani!

I start off with Regrowth Pendant and one Health Potion. You could "Stonewall" with ( Cloth Armor and five Health Potion and you could probably go Boots and three Health Potion. But I wouldn't recommend it, for the following reasons:

Why not "Stonewall"?

While you could probably stay in the jungle longer than you could with Regrowth Pendant, problems arise when you go home. Your first few items you claim won't be needing the Cloth Armor, and your gold income is rather poor since you aren't killing mobs at any massive speed in the jungle. You want those gold per ten items, Philosopher's stone and Heart of Gold, and you want them fast!

Why not Boots and Health Potion?

Without Regrowth Pendant or Cloth armour, you will probably drop down rather quickly. If you intend to just pick up blue and then immideatly go gank it could be worth it, but it's a bit of a risk. If your gank fails, you sit there without gold, poor jungle sustain and a heap of missed exp.

Now, what items to build for the first ten minutes?

As stated before, I start off with Regrowth Pendant and a Health Potion. After my first B from the jungle, assuming I haven't managed to gank anyone, I got enough gold for a Philosopher's stone, and a WARD or two.

Next up, return to your jungle(More details later), aim to get ganks (more details later) and rush for Boots. Don't upgrade them just yet.

Keep it up and B if your health drops. Remember to pick up an extra sight WARD, and if you notice your health dropping, pick up another one or two Health Potion.
Before 10-11 minutes, you should have managed to pick up a Heart of Gold aswell, boosting your income significantly.


As soon as you fixed your gold income, rush for Mercury's Treads. They offer you both well-needed Magic resist and reduces the duration of slows, stuns etc. To me, there are no other viable boots, but for good measure, let us discuss the only (to me) viable alternatives.

Alternative boots

Ninja Tabi

Same amount of movement speed, but instead of the very highly desired tenacity from Mercury's Treads you get some armor and a damage reduction from normal auto-attacks. This should really ONLY be used if the other team has 1-2 AP champs and the others are pure AD with few stuns. Imagine the enemy setup being Caitlyn in bot, with a Riven solo top and a Gangplank jungler. And even then I'd be hesistant. I don't enjoy losing my tenacity.

Boots of Swiftness

Now this is an interesting alternative. You lose both magic resist and tenacity, possibly making you want to rush Aegis of the Legion as your first item after boots, but none the less. It increases your movement speed and you'll have a much higher chance of succeding with a gank AND will jungle faster. Still, I feel naked without tenacity when I tank. Quite handy when facing alot of fast champions such as Miss Fortune, Hecarim and Singed.

Mobility Boots

Just like with Boots of Swiftness these boots have a higher movement speed than Mercury's Treads, but at the cost of magic resist and tenacity. It is massively faster though, but only when out of combat. Jungling will only be slightly faster with Mobility Boots than with Boots of Swiftness. The difference will come in lenghtier maptravel and initiating teamfights. I rarely see it work, but if you think you can, go ahead.

Movement speed and two gold income items claimed! What's next?

By this point, I often pick up one of the three following items. Aegis of the Legion, Shurelya's Battlesong or Sunfire Aegis.
In short,
Aegis of the Legion should be picked up if you find your teammembers dying in any and every teamfight.
Shurelya's Battlesong should be picked up if you find that enemies often rush off before your team manages to land kills during ganks.
Sunfire Aegis should be picked up if you find yourself dying too fast during ganks, if you want to speed up your jungle AND deliver more damage during big fights.



Kindlegem / Shurelya's Battlesong
Movement speed, cooldown reduction and extra health

Cost: Kindlegem for 850. Additional 500 for upgrade. Total cost is 1350 and it consumes your already owned Philosopher's stone.

Analysis:
At times I go for an early Kindlegem and as soon as I can, get a Shurelya's Battlesong. It is an AWESOME item for chasing down enemies, and it also offers Health and Cooldown reduction! However, I often prefer sticking with my Philosopher's stone to maintain that gold income.

Pros: By far the cheapest item of them all.
Cons: Consumes your Philosopher's stone and as such, it reduces your income.



Giant's Belt / Sunfire Aegis
Health, armour and extra AoE damage

Cost: Chain Vest for 700. Giant's Belt for 1110 Additional 800 for upgrade. Total cost is 2610.

Analysis:
If I feel that initiating and chasing down isn't the issue, but rather something else, I pick up Chain Vest / Giant's Belt and build a Sunfire Aegis rather quickly. Combined with your other AoE:s Permafrost and Northern Winds, you'll deal a decent amount of damage to everyone in a teamfight with this baby. It is a must to have for any Sejuani who want to remain a threat.

Pros: By far the most powerful items of the three. High armour, high amount of health AND extra damage that works well with your Northern Winds.
Cons: Expensive. So, so expensive.



Ruby Crystal / Aegis of the Legion
Extra health, armor, magic resist and an aura that offers the same to all nearby allies

Cost: Ruby Crystal for 475. Cloth Armor for 300. Null-Magic Mantle for 400. Additional 750 for upgrade. Total cost is 1925.

Analysis:
Does your team die too soon? Would just a little more magic resist be needed in your build? Then this is what you need. It is also GREAT help early game for friendly AD and AP carries, support and possible off-tank allies.

Pros: Medium cost. Your team will love you.
Cons: Medium effect. Item falls behind in late game. It is of course possible to just sell it off. Takes up three item slots until you upgrade it, which could interfere with walking around with a Ward or two.

PS:

Remember to buy sight WARD for as long as you have bagslots!

Alright! You're going off well into midgame, maybe you've even gone past the twenty minute line. What do you get now?

If you didn't get it in the earlier phase of the game, it's not too late to pick up Sunfire Aegis. It is, other from having Heart of Gold and Philosopher's stone the one item that I won't ever surrender in any Sejuani build. It stacks my Northern Winds twice, both with the passive and by stacking damage with the health bonus.
I can't stress enough how important that extra magic damage is, and how much more of a problem you become to the enemy team with it.

With that said, now it's time to actually look at the enemy team.

Is their AP carry ( Annie, Xerath, Brand, Anivia etc. fed? Rush for a Force of Nature, alternatively a Banshee's Veil. One could possibly even get a Quicksilver Sash. (Discussed further down)

Is their ranged AD carry Ashe, Miss Fortune, Caitlyn fed? Maybe a physical damage solo topper/jungler, such as Fiora, Riven, or Gangplank are going strong? Then you should probably look into getting a Thornmail or Frozen Heart. Which one to get? Read further down.

If you're feeling that you're dropping too fast due to low health rather than low armor / magic resist, then Warmog's Armor is a very decent alternative. By this point you will easily max stack it, seeing how you can clear entire creepwaves with just one skill sequence. (See further down)

Enemy team composition

In the end, this is what it all comes down with. Look at the enemy team, and how they built. Are they heavily reliant on magic or physical damage? Perhaps they rely on a specific move, such as AoE stuns from Kennen and Sona only to let their Fiora tear your team apart?
Once you've resolved what it is, counter-build it.

Heavy AoE dependant teams!

Build Aegis of the Legion to lower their damage. Get Shurelya's Battlesong and activate it to make it easier for your teammates to dodge skillshots. More information about these items under "Early Items" above. Also, avoid fighting at narrow areas.

Heavy physical damage teams

First of all, you need to get armor. Frozen Heart and Thornmail and give your roughly the same amount of armor. The difference is in their passive.

Thornmail returns a percentage of the damage done as MAGIC damage. Many junglers / solo toppers who deal partial physical damage, such as Irelia, Warwick and Udyr end up building Wit's End which boosts their magic resistance. If their AD carries are squishy though, this is a very good option.
Cost: 2000 gold.


Frozen Heart on the other hand does not only give you armor, but also that very beloved cooldown reduction AND reduces the attackspeed of nearby enemy champions. They don't even have to attack you, and the range is quite large (1000). If they have AD damage who won't suffer that much from a 30% magic damage return, then this is defenitely better than Thornmail. You can also build the very handy Glacial Shroud early and enjoy a minor version of cooldown reduction bonus mixed with more armor and mana.
Cost: 2775 gold.

Heavy magic damage teams!

There are, other than the early achieved Mercury's Treads and Aegis of the Legion, in my opinion only three viable magic resist items for this build with Sejuani.

Force of Nature is my personal favourite. It gives you a massive amount of magic resist, a strong health regen, which is allowing you to roam a bit more before going home. You're healing in between every encounter, so to speak. And thirdly, it gives you an increased movement speed which is extremely nice for initiating and hunting ganks. The only drawback to the item is the cost and that before upgrading the items, only the Negatron Cloak gives you any viable bonus.
Cost: 2610 gold.

Banshee's Veil is another viable option, especially if you're lacking in the health department. The passive in my opinion is quite overrated on a tank though, as most skilled enemy players will simply pop one of their short-cooldown low-damage skills on you first to remove it and then wreck havoc on you. This doesn't make the item bad, not at all, it offers you health, mana and a good amount of magic resist. Due to the high cost and lower magic resist value, I'd still think twice before getting this item.
Cost: 2715 gold.

Quicksilver Sash is a very underestimated item. It gives you roughly the same amount of magic resist as Banshee's Veil does but no health. And rather than the uncontrollable passive, you get a very handy activate effect which removes almost ANY debuff in the game. Ignite on you? Pop it. Malzahar, Mordekaiser, Skarner or Warwick ulting you? Pop it. It allows you the total freedom that you want as an harrasing tank in teamfights. It's also very cheap to pick up and can be attained early. The drawback would be that you're filling up one of your precious slots with an item that give you only this.
Cost: 1440 gold.

Randuin's Omen
Quite a viable option to upgrade your Heart of Gold into later into the game. However, if you already have Frozen Heart you won't need it much for the passive. In general, it's alot like Frozen Heart just not as good. The only thing that brings it out in comparison is the activated use, which is an AoE slow to attack and movement speed. You already have Permafrost. If you however went down the Thornmail route, then this is defenitely a good backup to lower the attack speed of pesky AD carries.
Cost: 2250 gold, and consumes your Heart of Gold.


Frozen Mallet
While it does give you alot of health, it is also quite expensive. The attackdamage boost is quite useless since we're probably quite late into the game and you haven't built any other AD items. Your armor penetration is also horribly weak. If you already have a Warmog's Armor and just feel like spicing things up, go ahead I suppose? I don't recommend it though. You slow enough as it with Frost and Permafrost. To me, it is a waste of gold.
Cost: 3250 gold.


Trinity Force
Does this item really need a longer introduction? It improves pretty much everything, the parts needed are relativetly cheap, and are good for holding onto even without upgrading them. However, the bonuses that are given aren't the most excellent for this purpose with Sejuani. If you're more of an off-tank then I suppose it isn't a horrible option. The movement speed, extra health, extra attack speed and bonus damage to both spells and auto-attacks can defenitely come in handy. It is however the most expensive item in the game up to date, and isn't exactly what you need. I'd be very careful with getting it "just for kicks".
Cost: 4070 gold.


Leviathan
Riskiest item of all the "build stacks to gain bonuses" items. Why? Because this one is directed to the tank! You're doomed to take blows in a fight, and you will most likely die a few times in a game. Even if the passive bonus at 20 stacks is AWESOME you really shouldn't get this item unless you are extremely much steamrolling the other team. And if you are, do you really need this item? It is cheap though, but you'll only get one stack per assist.
Cost: 1275 gold.


Locket of the Iron Solari
You'll most defenitely be in the fray in every teamfight, so at a first glance, the activated shield can look nice. You gain far too little in terms of health and armor from it to allow it to tag up one of your slots though. There's a support in your team for a reason. Let Sona, Soraka or Taric run around with that stuff. You want more health / armor from your items. However, if your support does not pick it up, and you find your team dying alot, using this item in combination with Aegis of the Legion might save the day, but this is really only for extreme cases.
Cost: 1400 gold and consumes your Heart of Gold.

Atma's Impaler
Really? We haven't surrendered the idea of doing damage? Sure, stacked with Warmog's Armor and a Frozen Mallet you could probably get a decent AD score. Too bad this isn't a damage Sejuani but a tanking / support Sejuani! Also, you'll be lacking attack speed, but that could be sorted with a Wit's End or a Madred's Bloodrazor.
I won't go into further detail on how to build an AD or AP Sejuani here though. You shall have to look elsewhere!

Assuming you went Regrowth Pendant and a Health Potion, you'll head for blue. You place a point in Northern Winds (W).
If you feel safe with your team, go ahead and steal their blue. Remember to save Smite to last hit in order to successufly steal.

If not, here's the deal.

Sejuani CAN'T kill blue with just an ordinary auto-attack from the midder with this build.

You'll need a good, heavy damage build. Demand some extra damage to dropped on the large golem from either your solo topper or the support / AD carry. A few auto-attacks is all that should be needed, but you need it.

Once blue is down, you pop your Health Potion if needed and put a point into Arctic Assault(Q).

Why not Permafrost E one could ask? Well, Permafrost and Northern Winds both require your target to be under the effects of Frost. And your Arctic Assault applies frost. I tried it a few times in a custom game, and you kill mobs quicker by simply riding into each group of mobs and then going Northern Winds to clear them out.

After blue comes wolves, and then wraiths.

By now, you are roughly on half your health, possibly a bit more, and your smite is slowly getting of CD. You need smite for Golems, so right after wraiths you start scanning for ganks. Remember, just forcing them to use their Flash is a minor victory.

After an attempted gank, rush for golems and pick them up with smite. Then you B home, as you are low on health. You are guaranteed to afford your Philosopher's stone, a Health Potion or two and a Sight ward.


Counterjungling version:
Right after blue golem is done, you rush straight for the other jungle and tag his wraiths. You'll have time to kill all but one of them before he is done with wolves, unless he is a very speedy jungler. This should ONLY be done if your support has CV:d and you know that the enemy jungler has started at blue. Once you are done, rush back down to your jungle. Maybe sneak up behind the enemy midder if he has pushed too hard.

If you see their jungler go gank a lane, you could probably keep up your fun in his jungle. Go for his golems. Red at lvl 2 is pushing your luck with Sejuani. If you haven't seen him, he is probably on his way to you, so leave his jungle immideatly and go back to your own. Clear your own wraiths, and look for a gank.

After an attempted gank, rush for golems and pick them up with smite. Then you B home, as you are low on health. You are guaranteed to afford your Philosopher's stone, a Health Potion or two and a Sight ward.


Jungling from now on should be easy peasy. Aim for red and wraiths whenever they are up, and hunt for ganks. You don't need anymore blue buffs, so be sure to offer them to your Midder / Topper.

If you keep their jungle under constant warding, you should maintain the counterjungling as often as possibly. Sejuani is horrible weak in a 1v1 against most other junglers such as Jax, Udyr and Shyvanna. Don't fight someone on equal terms!

If you run down to a massive group of mobs and you are at least lvl 5, killing the lot is easy peasy. Q straight into them, pop your W and then instantly follow it with E. Voila. Everyone you hit with Q is dead.

This works just as fine with Wraiths and wolves too. Clean an entire wave within seconds!

When to gank?

Did you kill blue, wolf and wraiths? Go go go! Look for that gank, and do it always! You're going to drop behind your fellow players in levels, unless you manage to pick up some ganks.
Look for people who overextend, and if they don't, ask your lanemates to drop some type of CC on them before going in.

How to gank?

Dependant on the situation. You pretty much in all cases want to start off with your Arctic Assault. If they get out of your range with a flash or ghost or what not before you managed to apply Frost, they are likely to outrun you. Get in there fast, and get Frost applied. Once you get your Glacial Prison, ganking becomes really easy. You get a long-ranged, skillshotted but easy as heck to hit with AoE stun. You basically can't fail.
The problem is that since your damage is very low, you are totally dependant on the lane to drop the kill for you. All you do is slow them, soak up the damage and harass them.

How to initiate?

You do NOT initiate a gank with Glacial Prison though unless your ally in the lane also have powerfull CC abilities. Why? If you use your ultimate they are likely to immideatly flash once the stun is over, possibly without you dealing alot of damage to them before so. Champions like Katarina, LeBlanc, Tryndamere and Lee Sin can easily get away even after a two second stun. Instead get in on them with Arctic Assault, follow it up with Permafrost. Now, most sane players who are losing will want to escape with Flash or whatever is avaliable to them.
And that is when you pop Glacial Prison. You kill the gap they managed to create easily, deal additional damage and hopefully your ally in the lane can come pick up the kill.

Remember!

Sejuani can't kill stuff on her own. Attacking a botlane where both the enemy champions are on full health and your own AD carry haven't built any damage will result in nothing but frustration. Make sure your allies in the lane are ready for you going in, and that they are capable of dealing damage when they do.

This build is simply completely useless unless your team at least know how to damage focus. You aren't a Nasus who can just do your stuff and win the game for your team while they run around like headless chicknes.

However, in terms of teamfighting I personally don't think there's a better tank. Sejuani has got mobility, slows and a massive AoE stun. Combined with 1 or 2 more stun champs in your team, say a Sona support and a Kennen in mid, you'll have a very easy time locking down the enemy team and keeping them stunned until at least one or two are dead without getting to do jack to your squishy little DPS friends.

Lastly, your second most important job to ganking is to buy Sight ward and place them at chokepoints! I can't stress this enough! Pick 1-3 up everytime you go home, and your team will love you forever!

This segment is especially dedicated to putting down those Sight ward's and possible Vision Ward's.

Legend

For starters, on the map that I used I am assuming that you are on the bottom / left team.
Green wards are sight ward's that should be kept there at all times, placed in bushes prefferably to keep your lanes / jungle safe along with dragon. Naturally, some of the these Sight ward's could (should) be dropped by your fellow lanes, such as support for dragon. But if they for some reason don't, this is a good guide to follow. The digits next to the dots are in order of how important they are to keep in place.
These are of course subject of debate. If you notice the enemy team skipping dragon for ganks, secure your mid / top instead.

The red dots represent aggressive warding, used throughout the entiery of the game to secure kills versus an enemy jungler, the ability to steal his blue and red buff and to generally keep track of the enemy team's movement when they are out of their lanes. Same here with the numbers. They are in order of priotation, with 1 being top priority.

Why is blue second priority?
Because blue spawns once every five minutes. Once it spawns again, you'll see it on your map. Also, people don't generally traverse that area unless the first tower has already been destroyed.

With that said, happy warding!

To summarize, jungling with Sejuani is a heck of alot of fun in this build if you enjoy tanking and supporting your team. It isn't the easiest thing to do, because it requires you not only to do good initiates and land a solid stun.

It also requires you to monitor your DPS champs and keep the enemy off them with your slows, and in the meanwhile trying to chase their DPS into bad positions.

If you want to kill and own the game, this build isn't for you.

If you want your team to win through your dedicated hard work, tanking and support, then this is what you want with your Sejuani!