Cryptic Gaze-
This should be the first ability you get. Its stun gives you the chance to get kills early in game. In this build, it is used primarily for its stun, not its damage, and therefore you should not upgrade it until forced to after you learn it since the stun duration is uneffected. The most effective way to use this to get kills is a well coordinated attack with a teammate who is a dps, such as master yi, or with a teammate also using a stun. Another effective way to get kills with your stun is to use in front of a friendly turret. This stun can also be effected for fleeing an opponent. In team fights, you should always look to use your stun as frequently as possible as it greatly increases your team chance of winning the fight.

Enrage-
This should be the second ability you get. It increase the amount of damage you do and also permanently increase your maximum health for each creature you kill. Both will increase each time you upgrade it, with damage increase maxing out at 65 and your increase in maximum health per creature kill maxes out at 3. It costs health to use, but only 6 health in the begining, with is for the most part cancelled out buy the plus 15 health per 5 sec from the regrowth pendent. By mid-game, our health and health regen will be so high that the 14 health per strike that it cost when fully upgraded is negligible . Therefore it can be kept on throughout the game(it has no cooldown).

Death's Caress-
Sion's shield ability is the third ability you should get. It has two main purposes in the game. The main one is use strictly as a shield while in battle, while fleeing, or to protect yourself from a turret(if you decide to try to kill a champion while his is by his turret or if you tank turret damage while your teammates destroy it). The shield has a relatively low cooldown of eigth seconds, so if you are not low on mana it can be used multiple times in a single team fight. The second use of this shield and the one that many players new to playing Sion fail to use is to use it to kill minions. Your shield will last for ten seconds if not destroyed, and at the end of the ten seconds it will damage enemy around you. The most effect way to kill minions with it is to click W(to get your shield), and then stike three or four minions one time, and then stay by them so when the shield explodes it kills those minions.

Cannibalism-
Gives Sion 50-100% lifesteal, depended on whether its upgraded, and 50% attack speed. It also heals surrounding allies 25-50% of the damage you deal. It lasts for 20 seconds. It is obviously very useful in team fights, and also can give you the edge in a one on one fight. It can also be used when attacking a turret as your attack speed will be increased and the allies, both minions and champions, who are attacking the turret with you will get healed. Just a side note, lifesteal does not work on turrets, so your health will not increase for damaging a turret.

Get the regrowth pendent and health potion at the start of the game. With the health regen you should be able to stay out and not have to base early in the game. Also it is part of warmog's armor. If you lose a good chunk of health use your health potion to prevent have to go back to base. Next your should get boots. I chose to use Sorcerer's shoes for the magic penetration but if you prefer another boot you can get them. Next I got Warmog's armor, followed by rod of ages, Rylai's crystal scepter, and sunfire cape. The first two i strongly believe you should get in that order. Warmog's armor is great for health and health regen and rod of ages is great for mana, health and ability power. Both also give you bonuses in their respective items and therefore should be gotten early. After that you can pick what you like best but if unsure I suggest you follow my guide. For my last slot, a chose a second rod of ages but this slot is completely up to you.

Your health will be much higher at level 18 then 5780 because you will get health from your enrage as well as from warmog's armor and rod of ages.

-High health, especially if you can finish build.
-Also high ability power. Stun is great and has HUGE AP damage.
-Exploding shield allows easy lane harassing and farming.
-Enrage allows permanent health gain and increases damage, while only taking away minimum health. Due to high health and quick health regen you can keep it on throughout game.
-You are also basically built to tank a turret, as both Death's Caress and Cannibalism enhance your ability to get the turret, and you have a lot of health. This can easily be the deciding factor in a game.

-No long range harass ability. Must do all damage close range.
-Chances are you will not get many kills, as your damage per second is low, but it will take a lot to kill you and you should be able to help set up your teammates for many kills throughout the game.

The two summoner spells I chose wear cleanse and ghost. I chose cleanse so that if you get stunned, taunted, silenced, etc. and are about to be attack by two or more people and your teammates are not able to help you, you can get out of the stun and try to get away. I choose ghost because you are likely to be slower than those attacking you, so you would have a chance to get away. I am not confident that this is the best possible choices for this build, and if you believe another combo is better i would appreciate you leaving a comment telling me which spells you think would be best and why and i will consider changing it.
Also Sion is only 1350 ip so if you have some extra money he is definately worth buying.