This Is My Sion Build, and first ever build for that matter. I've used it many times it's something new i ended up trying for the heck of it and it seemed to work well.

Sion's Pro's:
Massive Damage Late and Early Game
Tanky if farmed well using enrage
Great survivablity late game with ultimate.
Can deal up to 1000+ damage

Sion's Cons:
Mana Starved
Extremely Hard To Comeback From Bad game
Pretty Slow


Lets get started

Skills:

Sion has a 40% chance to ignore up to 30/40/50 damage each time he is attacked.

Adds some good survivability against dps.

Cryptic Gaze- Blasts a single enemy, dealing 70 / 125 / 180 / 240 / 300 (+100% of ability power) magic damage and stunning for 2 seconds.
Cooldown 12 / 11 / 10 / 9 / 8 seconds | Cost 100 mana | Range 550

Your way to initiate and can even help you get away if used at the right time. I really only like this ability because of the stun i don't need the damage from it since i have enough damage from enrage so I max this stat last.

Death's Caress-Sion surrounds himself with a shield which absorbs 120 / 170 / 220 / 270 / 320 (+100% of ability power) damage. If the shield is not destroyed in 10 seconds, it will explode, dealing 120 / 170 / 220 / 270 / 320 (+100% of ability power) magic damage to surrounding enemies.
Cast again after 4 seconds to manually detonate.

Your portable shield pretty good use to initiate and help protect you as you farm.
Enrage- Toggle: Increase Sion's damage by 25 / 35 / 45 / 55 / 65, and he gains 1 / 1.5 / 2 / 2.5 / 3 maximum health per kill.

Enrage, the source of Sion's damage and what makes him damage enemy champions like crazy. Make sure you farm with enrage and try to always last hit with your basic attacks as it'd be a shame if you missed out on 100+ permanent hp.

Cannibalism - Grants Sion 50 / 75 / 100% lifesteal and 50% attack speed for 20 seconds, additionally Sion's attacks heal surrounding allies for 25 / 37.5 / 50% of damage dealt.

What makes you such a hard target to kill when used, it offers a massive amount of lifesteal and this can help you to survive a gank and just make everyone rage with how much damage and lifesteal your getting.

Summoner Spells:

Your champion ignores unit collision and moves 32% faster for 14 seconds.
Helps chase down annoying escapers.
Blinds the target (100% miss chance) and slows its movement speed by 40% for 3 seconds.
Helps slow, blind strong dps like Tryndamere, Miss Fortune, Xin Zhao, Etc

Other Spells:

Teleports your champion to target nearby location.
This spell can help escape and chase, it's very helpful but i prefer exhaust, but if you like this spell and its your play style by all means take it
Removes all debuffs from your character.
If other team has CC Cleanse could workout to your advantage

Game play:

Hope you enjoyed reading my guide, please rate, offer suggestion, esperiences, etc anything to help me grow as a guide builder. Thank you