Hey! This is my build for Sion. I've been playing him a lot and I've decided to make an account and post it. Here it is.

Pros:
-good farmer;
-almost invincible 1v1;
-destroys turrets in no time;
-great ganker;

Cons;
-susceptible to burst damage (LeBlanc, Veigar, Ryze);
-he doesn't have any ranged ability;

Since Sion lacks chasing/running abilities other than Cryptic Gaze i have decided to adjust his summoner spells to this need.
1. Your first summoner spell. Use it to slow your enemies when they start running or to disable a high damage champ.

2. Second summoner spell. The same thing. Use when low on hp or to run from a teamfight that seems to turn bad, to chase a lame squish or to get fast anywhere on the map.

1. That's the passive. It does what it says: Sion has the chance to block some damage. It does not help you that much.

2. The stun that makes Sion feared(and also hated) by the enemies. Good for starting a fight because it gives you time to approach and hit a few blows. Learn it at level 1 so you can go for the "First blood".

3. The W ability, which kinda' looks like Sion is farting. It absorbs a quite big amount of damage and can be manually detonated to deal magic damage to nearby enemies. It has many uses:
-farming mobs with the area of effect damage;
-blocking one blow from the tower when performing tower diving;
-when chasing a low health enemy that's just too far from your axe but it's close enough to hit him with your blowing shield;

4. This is your main source of damage. You're going to keep it always active(that's why you got lifesteal). Upgrade this as soon as possible(at levels 2,3,5,7 and 9). It will make last hitting much more easier. It also gives you 3 maximum HP(at level 9) whenever you kill an enemy(creep, champ, doesn't matter), so always try killing minions.

5. Yay! Your mighty ultimate. It gives you massive lifesteal(that also heals your allies) and attack speed. Here is when to use it:
-use it for bringing down towers. You might think: "Duuude but i can't lifesteal the frickin' tower? What's the point?" Yep, you can't but it gives you 50% attack speed which means you will hit faster.
-when the enemies are pushing your tower and you're left to defend. Pop it and start hitting the creeps and champions to replenish your health so you don't get killed;
-in teamfights(obviously); it will heal your allies and make the enemy team go down faster;

Simple 21/0/9 masteries.
Deadliness for crit chance;
Cripple to improve my Exhaust
Archmage's Savvy because there wasn't anything better;
Alacrity for attack speed;
Sunder for more damage;
Offensive mastery to last hit better(and because again there wasn't anything better);
Brute Force for attack damage;
Lethality works great with the high crit chance;
Havoc for some more damage;
The 9 points in Utility were for the improvement of Ghost, reduced time spent dead, more experience gained and 1 gold per 10 seconds because sometimes your are killed or you have to 'port back and you need just a little gold to buy the next item. You can put 6 points in defense for Magic Resist and Armor.

Here are the runes.
Greater Mark of Desolation Armor piercing Marks for increased damage.
These runes are pretty useful because Sion is quite mana hungry.
I just couldn't find something better that this. They are fine, because every champion has at least one ability that deals magic damage.
Greater Quintessence of Desolation for some more ArP.
You can consider changing Greater Mark of Desolation with Greater Mark of Attack Speed and same with the Quintessences.

Great. The items explanation.
+ + Your starting item. It is not the best, but if you take Vampiric Scepter you won't have enough gold for Mana Potion.

Great item. Gives you all you need early game. It also has a nice active. Don't forget about it. I usually earn about 1 or 2 extra kills per match because lame champions think they can heal themselves and get away with that. Buy it at your first recall. If you don't have enough money for it but you're forced to recall due to low hp and/or mana don't take any risks. Just 'port back and take Vampiric Scepter.

Nothing to say 'bout them. They just give some attack speed. If you took attack speed runes replace these with Boots of Swiftness.

Take Mr. Charlie Sheen as your third item. It provides you some mana and Ability Power.

A great all round item for Sion. Builds out of Sheen. Don't replace this with anything else.

or Well this is simple. If you took Armor Penetration runes go for Phantom Dancer+ Berserker's Greaves. If you took Attack Speed runes go for Black Cleaver+ Boots of Swiftness. I usually go the first way.

Take this as your 5th item. At level 18 you will have about 3000 HP so the passive will give you more AD that a B.F. Sword gives. It also adds some more critical chance and armor.

You will probably never get to the 6th item. If you do just take this. I know it totally owns and you might think taking it earlier but it is quite expensive and i don't see any item that it could replace.

Don't forget taking some of those during the match. You can get your first after taking Sheen.

Mkay, this means what you are supposed to do.

Early game

Go on one of the side lanes. Try hitting minions and farming gold so you can buy your lifesteal. Also remember to harass your enemies. Do it like this: pop your shield, stun one of them(the one with the lowest HP) and go out there and hit them a few times with your Enrage empowered blows. If Death's Caress is still on, hit "W" button again to detonate it. Combined with the damage from your laning partner this will kill him or force him hug the turret and recall back. Do the same when you learn your ultimate. If you get stunned/slowed and your enemies run don't get discouraged. Just hit the creeps to restore your hp.

Mid game

In the start of the mid game you should have your Sheen and start upgrading to Trinity Force. You should start wandering along the lanes and gank lame squishy champs with your high attack speed and crit chance.

Late game

Late game means post-level 16 when the teams usually get together and they fight along the map. You will make great use of your ultimate because it will heal the nearby allies. Remember not to initiate teamfights because you are not a tank, and you will get nuked. Target their "glass cannon" or that annoying healer that keeps them alive with you stun and try getting rid of him.

2v1-ing

People might think that they can gank you with only 2 champs. That's a very bad mistake, because you can easily earn a double kill. Here is what to do. They will probably start with some crowd control, that will disable you and allow them to deal some damage. If they aren't hard nukers, they won't kill you that fast. As soon as you can stun the champ with the lowest hp,pop Death's Caress, pop Cannibalism, hit him, Exhaust the scum, use Ghost if he is running. Do the same with the other guy, Cryptic Gaze, Death's Caress, hit hard. Don't forget to leave some time between casting your spells so you can hit with Trinity Force's passive.

Tower Diving

Perform tower diving when in laning phase. When a low health enemy hugs the tower activate Ghost, pop Cannibalism if available, stun him before he runs, kill him, activate Death's Caress to save one blow from the tower and run.

These are all my tactics when playing Sion. You will become a big bulky Master Yi that is twice as better. I hope i'll see you in-game using this build. Don't forget to comment and tell me if there's something wrong, or you want me to explain something. Also tell me if there are any language mistakes. Good luck.