This is my Sejuani Tank and Carry guide, I have been playing Sejuani for a while and i usually get fed with this build. I do not use the provided runes, they are reccomended by me only. Not much to talk about these.

Marks: The marks are Vitality, which is health per level, these are helpful mid-game and late game. Not so much as early-game but they are still useful.

Glyphs: I choose Fortitude glyphs, these are helpful early game. They give straight health.

Seals: Resilence, obvious for an AD tank, gives armor.

Quintessences: Fortitude, gives 26 health, very helpful early game.

The masteries are pretty obvious. They give less damage, less damage from AoE, spiked armor. Obvious for a tank.

These are very good items for my Sejuani build, We'll start out with the Boots of Speed and the potions. Sejuanis passive Frost. Is kind of a mini- Frozen Mallet. Every basic attack reduces the enemies movement speed by 10% and applies Frost. The Boots of Speed also help you do this. When you get Frost on the opponent, you ca use Permafrost, we can talk about that later. This tactic can also be risky, that is why we pick up some health potions too. So basically you can take a risk on learning Permafrost at Level 1, or you can get a probably 90% Frost hit chance with Arctic assault. I prefer Arctic Assault, but i have seen other people use Permafrost. After you farm a bit or get a kill from the first tactic, pick up Ninja Tabi for the armor. Next, i pick up Frozen Mallet, its uniqe passive is GREAT with Sejuanis passive. 50% movement speed reduction per basic attack. It also gives attack damage for better farming and plenty of health. I usually get Frozen Mallet at 15 minutes. The next item, Frozen Heart is another very good item combo. Early game, Sejuani could use a bit more mana, so Frozen heart is perfect for that. It also gives 99 Armor and this is very helpful. The 20% cooldown reduction is helpful for Sejuanis moderate cooldowns. Next i get Force of Nature for the AWESOME health regen. and Magic Resist, the movement could be helpful too. Next a Thornmail for the obvious, 100 armor and 20% throwback magic damage per enemy basic attack. Finally, a Warmogs for the insane amount of health and Health Regen.

The sequence is obvious, i explained a part of it in the items section. Max Permafrost for the good damage and slow. Next Arctic Assault for the dash and apply on frost, moderate damage. Next, Northern Winds Kind of useless but still can deal ALOT with the large amounts of health.

Heal and Clarity is a good choice early game and mid-game. These are obvious for me.
Alternatives are Exhaust, Ignite, And Cleanse.

There are some pros and cons about Sejuani

Pros: Cons:
Sejuani has a good amount of health. She is harassed early game by champions.
She has good health regen. Shes kind of slow.
She wears a bikini. Has low mana pool early game.
She has GREAT slowing abilities. Moderate difficulty.

Hmm i have only played Sejuani a jungler once. But ill try.
Get smite.
Max Northern Winds first, it is ind of like Shyvanas Burnout. It if very helpful for killing minions and jungling. Both buffs can be helpful to Sejuani. You first use Sejuanis Q, then after contact with all the minions you are trying to kill, use E, then use your basic attack on all of the minions to get max damage from W. Sejuani is great at ganking, making her a good jungler.

Sejuani is a perfect champion for killing herself and saving your entire fed team from an Ace. You can Ultimate the group. Wait 2 seconds, then dash in with Q and use E. Wile you are in the midst of the other team, use W. Make sure to use fall back pings, so your team doesnt try and help you and get killed.
Regular Teamwork with Sejuani is pretty easy. She has very good slows and a freeze. For easy kills early game with an ally like Warwick, Xin Zhao, Riven or Yi.

This build is unique to Tanking AND Carrying. Most of the other Sejuani build i have seen are jungling builds. I prefer not to jungle as Sejuani because i simply think she is a better tank. This build will give alot of Armor, Health and Health Regen. This Sejuani build will not be to its full potential if you dont get alot of kills early game.

Pretty easy, Sejuani is a great farmer. Dash straight into group of minions with Q, then use E. This will usually kill the entire group of minions, but in the case that it doesn't, use W and walk around to group of minions to finish them off.