Okay this is my first guide so be wary however do not discredit this guide for I have absolute confidence in it. I am a avid League player having played it pretty much constantly for around half a year now, I have tried many different Junglers starting with Shyvana and then Shaco I finally have settled on Sejuani as my favourite Jungler and actually overall champ due to her diverse skill set and absolute rarity on the battlefield. So this is coming from a man who loves his war pigs and has played Sejuani more than he cares to admit.

The second build has been added due to many complaints into the heavy health aimed build, even though this was merely a test to try and individualize from the other Sejuani builds however if you wish to follow boring old armor tank nonsense you can use the second build.

Now many people have mentioned the quite heavy costing of three Warmogs, and to them I say. Until you have tasted sweet victory in tanking half the team damage and then dealing insane damage back by just being near them, you need to try it!

Pros Your late game power is pigtastic. Full teams and slows. You're the first Sejuani most people have seen. Great ganks if you can get the slows on. You're riding a pig. ^ Yes I do count this as a pro

Cons Slow early game Jungle. Percent damage is as painful as ever. Can be easily beaten in jungle if you fail to gank. Bacon is one of the tastiest items of food known to mankind.

Just a quick run down of runes, I often feel like changing these as they always don't seem to quite fit, so take this more as a guideline than a perfect Rune Page however if you wish to follow along they work very well with early jungle which is a real crippling experience to Sejuani.
Now these runes, these are my friends. Almost 100 extra free health just to smash through that jungle and add some extra bites to that northern winds is always helpful. While the percent counterparts are a lot more effective late game I always feel 3 Warmogs and over 6000 health doesn't really need any more buffing.
These are standard magic pen runes, Now I know what your are thinking. Why would I need Magic Pen on a tanky support jungler. Well because I like killing people and doing damage that's why. With no AP building or Magic Pen in this build I feel a little something is needed for that early damage to help your lanes pick up the kills and maybe increase the chance of that permafrost last minute pop.
Again filling holes with runes, with no magic resist in the build while health is the best defence for Sejuani a little reduction of those damn Teemo mushrooms and any percent damage magic ( Elise ) is always useful to pack.
Finally these little health stacks are the same as the Quints, very useful early game due to both damage and defence being key to Sejuani.

I set the abilities out like this for the following reasons:
Starting with Northern Winds (W) is an absolute must, for jungling this deals out massive damage and especially to max first the damage stacking off health is a god send to any tanky jungler let alone any tank, oh and what's this it's per second with a 50% boost if the target is slowed.

Now Arctic Assault (Q) is useful to an extent but I mostly use to apply frost to multiple targets or to gap close and to dash through walls, used more as a utility spell I max it last.

Permafrost (E), oh how I love you. The most useful slow in the game. Not only if used properly make your slow last 3 second longer (Stacking up that Northern Winds damage) it also has range and a nice little nip of damage too. The times people have escaped under protection of their towers only to explode in shard of ice from the activation of this spell is countless. When people are just that tiny bit faster than you and Arctic Assault is on cooldown, it's time to get that permafrost easy catch up and kill. Maxed second this skill is great for jungling and ganking for the slow utility and that nice extra burst of damage to pick up any CS frosted on the path and of course on the champion.

A run down of the items and why I suggest this order. Okay Cloth Armor and Health Potions are a must have. The extra armour and pots are needed due to Sejuani's retentively weak starting jungle. Without a pull you will struggle even with five Health Potions but with a Hard Pull they can still be useful to get that first Jungle Clear. Now after the you have taken wolves twice each buff once and wraiths once you will have enough for the next tier which is Ninja Tabi.
I reccomend this straight off just go ahead and recall the moment you have red, the extra speed is needed and armor is again useful for slow start to jungle. You will not have enough health to gank sadly due to this.
These two items can be picked up as soon as possible. If you get a good first gank or two you should be able to buy the Heart of Gold straight up, now these work wonders for Sejuani not only adding to that tankyness and damage but also the cooldown reduction should keep your ganks Permafrosted and who doesn't like extra gold? Thse two also build into the higher tiered items.
Now this part of the build literally puts the War in War Pig, I remember my first game finishing this build. My health made me impossible to kill, and my Northern Winds would melt a Shaco in seconds (Well, freeze). Now I do not suggest buying three one after each other but this is the basic gist. GET WARMOGS, and remember to stack them!
Now these make me feel warm inside, both actives useful for catching the enemy team off guard and assisting in those all important team fights. Follow the build for the correct times to buy these up top but justremember to always use them, actives often go untouched when they could have turned the tide of an entire fight.

Now for jungling there are a few tips I will save to the end, also due to this being my first guide I am going with a simplistic jungle guide with just a timeline of how I go about my jungle. This will frequently refer to the item guide however I will not be cryptic and just list it here as well.

Start with your Cloth Armor and Health Potions and waddle on over to your wolves .
I make it common practise to start at wolves for slow junglers like Sejuani.
Get your mid to help damage wolves and throw you're first Northern Winds at them.

Then straight to the Ancient Golem now you can take Blue with a standard pull but I strongly reccomend a hard pull as it will help you leaps and bounds.

Now again waddle over too the wraiths being sure to get Arctic Assault with your first level up. Remember you can use Arctic Assault to jump through the wraiths wall to cut your journey down and also apply Frost to them all at once making your Northern Winds really kick in. (Make this a standard tactic for all jungle mobs)

Now back to wolves just in time for them to spawn and pick up the third camp, now you should be level 3 the second level on Northern Winds will again ramp up the damage on red using the same tactic as before with health from your pots and your smite off cooldown you should be able to bounce into red and out again. Sadly you will be badly damaged due to Sejuani being a bit squishy at the start but no problem you now have enough for Ninja Tabi making the recall worth it. Now coming from your base you shouldd head for a first gank,a good tip is if you are heading to top (blue) or bot (purple) you can go out the entrance for that lane and then use Arctic Assault to jump straight into wolves for quick jungling on the way. The same can be done for the other two lanes, just jump from mid into wraiths on the way or if you are going bot (blue) / top (purple) you can jump though the thin wall behind Golems and pick them up on the way.

Now this section is purely advice on how best to gank and use your Glacial Prison correctly.

I shall start with the Ultimate, there are three best ways to use this ultimate.

One: Initiation, pretty simple if you are going in for a team fight or gank throw this first. Due to Sejuani's lack of range and Arctic Assaults long cooldown you will normally use your ultimate to make sure they stay still while you get up and close. Remember you have a very large splash and as long as they get hit they get frosted so even if you can't close the gap in the stun time you can Permafrost to slow their escape. It is always best to aim the Glacial Prison straight as the enemy instead of giving it a lead, the splash will always hit the target but if you fire it straight at them it will fall a little behind and may stun a hidden enemy trawling behind.

Two: Defence, we all have those moments when your team has just been ganked mid and you are sat beating on a turret thinking if only you could both get the turret down and escape! Now you can just destroy the turret and the moment you get a sniff of the enemies truffles ULTI AWAY! The certain death is delayed at least a while and may give you time to ghost and Arctic Assault to safety.

Three: Now this is the most difficult to pull off but also the most useful and for that reason it needs a cool title such as: Interception
Now you may have noticed Sejuani and this build has a lot of mobility, with early tier 2 boots as well as Ghost and Actives that make you a fast big pig. This combined with a Dash in the form of Arctic Assault means you can easily out flank an enemy and this can be used to destructive effect if you time it right. Now the current meta dictates a tanky support or solid Tank that initiates, normally in the form of a Malphite, Leona or Dr. Mundo like champ these champs all have a powerful speed boost or gap closer that is never aimed at the enemy tank because that would be silly. Now in this moment of Initiation the tanks will be separate for carries. If you can flank and get between the two halves and get a Arctic Assault or Glacial Prison on the carry's you may be able to single handedly shut down the entire damaging half of the time with your Northern Winds tearing through their petty none Warmog builds. It's this absolute mobility and permanent slow that allows Sejuani to dart around the field spreading dismay among the greatest of teams.

Okay and finally a few tips that turn you from a average Piggie to a full blown Veteran War Pig:

One: Many people forget or simply don't know that Arctic Assault is a dash move. The times this has saved me (especially with reduced cooldowns) is uncountable. Use it to jump up and down ramps, in and our of bases and all over the show.

Two: In team fights with this build and a bit of good positioning you can really live up to the name of being Queen of CC. Throw your Glacial Prison in to team stun, then Arctic Assault in to apply a second frost. Permafrost to slow even more and for god's sake spam that W key Northern Winds shreds entire teams especially if you are lugging about 3 Warmogs. Then when the team fight is going one way or the other pop both your item actives, slowing enemy's teams retreat or chase and speeding up your own chase or retreat.

Three: Don't be afraid to dive and throw away your Glacial Prison. The range and splash it has is incredible and thanks to it applying frost a quick Permafrost can stack up the damage and allow for you to quickly pop in and finish them before they can get behind a tower.

Many thanks to SgtRashers for all the pulls as mid.
Cairah and Psionicguardian for teaching me how to play.
Aelthi, Dayvis, Jegga95 and Sir Quilty for supporting my Sejuani play.
BulletAlchemist for introducing me to Sejuani.
Sycsta for advising on build and pointing out flaws (I love you).
Daenerys Giry for the support in building the guide and playing with me all the time!
Oh and I guess Conventional who came up with the name War Pig.