Ladies and Gentlemen greetings, I am TEKadeo. I have played well over 500 games with Sejuani and have a 58% win rate with her. I see a lot of old and outdated guides and I wanted to bring a fresh look at my favorite champion. I have played Sej straight tank and full AP, but I find that mixing the builds by far works the best.

My Sejuani build guide is meant to turn her biggest weakness into a STRENGTH. She has a weak early game, BUT using the 0/9/21 Mastery setup with the AD/AP runes allows you to get your Red>Wolves>Blue and maintain 100% HP (with NO LEASH) while hitting level 3 ready to gank HARD.

I start Red Brambleback and wait to use smite until I'm down to around 500 HP to heal, popping my first biscuit after this. Getting Red buff first helps the clear and also gives you 1% max hp every second to sustain. After Red dies, move immediately to wolves and clear, using the second biscuit here to maintain max HP. Then go straight to Blue Sentinel and use your smite to secure it. You should have 90% HP at minimum.

Survey your map, for it belongs to you now. Head to whoever is pushed the hardest (always ping to let them know you are coming) at this point or go kill the scuttle crab, knowing that the opposing jungler probably had to B to heal/buy jungle upgrades. I typically pull off two ganks at this point and call back with around 700-1000 gold depending on how the ganks went.

You'll notice I take Exhaust instead of Flash. This is simply because Sejuani already has a flash in her kit with her Arctic Assault, and Exhaust is much more useful when you can't simply jump away or when you need to fight (also makes ganks SO scary).
Exhaust is infinitely more useful in teamfights and skirmishes, as well as ganks.
Flash isn't a terrible choice, but it hurts your ability to protect yourself a LOT, unless fleeing every time an enemy walks into your jungle is your key to victory...

Building Tank is what most guides tell you. I won't disagree, but you really need to be able to clear your own jungle as well as help when you gank. Getting an early Skirmisher's Sabre - Magus enchantment as well as a Sunfire Aegis helps -tremendously- for you to take care of yourself since you can't always count on your laners to do anything for you.

Building Ionian Boots of Lucidity along with the 5% reduction from the Intelligence Mastery gives you 20% VERY early, and nothing helps Sejuani more than cooldown reduction. Anyone who plays this game knows seconds matter, even tenths of seconds; so grabbing CDR boots with a Magus enchantment to max your CDR is a must.

Your Flail of the Northern Winds is your baby. Max it first and Permafrost afterwards to make those ganks MUCH more powerful. Arctic Assault is great to max too for chasing/escaping, but I don't find it nearly as useful as W or E.

DO NOT FORGET YOUR AUTO ATTACK.
This is easy to forget on many AP champs, especially at lower ELOs (like me lol).

But you should ALWAYS engage with Auto first and then W. It's an auto attack reset. Use it, abuse it.

Make sure you are getting every auto in when you gank. Your Permafrost slow allows you to do this, and the damage adds up quickly if you let it. DO NOT be lazy and just click and follow. Try and stay in front of your prey, clicking ahead of them and clicking to auto every time you can.