This is my first mobafire build ever, so please don't hate. I don't know anything about how you pimp your guide so this is just going to be plain boring. [EDIT] I'v'e learned that **** now! BOOYAH!

I start with Brawler's Gloves cuz that way I'll get my Zeal faster. If the opponents have a jungler, you can swap the 2 Hp pots against a ward.

My first real item is Zeal, I use it for the attack speed and movement speed.

I now build my boots, Berserker's Greaves are awesome for Sion, because of the Attack Speed, but buying Mercury's Treads might be a clever choice as well, if you're up against a Veigar for instance, because of the tenacity.

When I have my Zeal and boots, I'll be needing some life steal to sustain better. I buy my Vampiric Scepter.

Now that I have attack speed and life steal I need damage! This is when I buy my B.F. sword.

I now have the most important things for Sion; attack speed, damage and life steal. With these items my ulti is really great and I can depend on it a lot. What I want to do now is to improve my stats even more.

I upgrade my Zeal to a Phantom Dancer, now I have even more movement and attack speed.

Once I've got my Phantom Dancer I head on to my Infinty Edge. Infinity Edge will grant me quite much attack damage, but not only attack damage. It will also give me critical strike chance and critical damage improvement.

With these items Sion is really strong and will be hard to kill once he uses his ulti, assuming the other team isn't too fed. I dont really need more damage, life steal or attack speed. What I want now is health. Remember, Sion's ulti does only regenerate hp fast, a team with a lot of damage can still burst him down before starts hitting them.

I buy Giant's Belt and build a Warmog's Armor out of it.

Now I'm really strong and don't really need more items, but I want even MOOOAAAR!

Atma's Impaler is really great at this point. It will grant me critical chance and armor. But it's the passive you really want. It gives you bonus Attack Damage equal to 2 % of your maximum HP. With Warmog's and some farming with "E" you will have about 3.5k HP, which will give you about 70 ad!!!

I now upgrade my Vampiric Scepter to a Bloodthirster, and try to max its stacks.

Now I basically have all my items, but if I still feel like I need to be tankier, I buy Force of Nature, replacing my boots with it. It will give me a lot of HP regen and a decent amount of magic resist.

I start with my Cryptic Gaze, of course. It's really good for engagement but also for escaping.

At level 2 I pick Enrage. I now try to get as many last hits as possible, it will increase my maximum HP and my gold.

Death's Caress is my level 3 pick. It will help me out if I'm close to death and I need to escape, or if I'm ignited etc. It's really great combined with my Cryptic Gaze, just activate W and Q the opponent and you will get away safely. If that isn't enough I flash away.

I want to max my Enrage first, for the huge amount of attack damage, but also for the increased amount of maximum HP.

Sion's ulti Cannibalism is reallyyyyy awesome. But don't depend on it too much in the low levels, without attack speed it wont be that awesome.

I max Death's Caress after Enrage, because I'm going to need more protection as the opponents damage start to increase. Death's Caress will work as a short ranged attack as well, if you're chasing someone just detonate it and he will die, assuming he has low HP.

Flash is mighty on Sion. If I do get in trouble I can just flash my way out of the danger. But I can also flash to an opponent that I need to finish off, if I think he'll get away. The flash is also really great for teamplay. I can flash and stun the opponent and before he knows what hit him, he'll be dead.

Exhaust is super effective, not only on Sion. It will slow your opponent and lower his damage! I try to use it if I'm chasing someone or if I think I'm going to lose a 1v1. I try to use it mostly at AD carries, since it's more effective versus them.

Pros:
Can turn a 5v1 into a mass slaughter with his ulti.
Has a decent stun.
Can shield himself and escape death.

Cons:
His ulti can be "blocked" and useless if he gets CC'd a lot.
He doesn't have that good escaping abilities.