I'm not the best Sion, but I do have several hundred games. Max Q first, only max E if you're against ranged lane, and even then, W and Q are better overall because they're more useful. Your choice, but Q is priority.
Practice using Q at angles that can simultaneously get you CS and pressure opponent. If it looks like they might escape always let go for the slow, no need to charge up fully for a stun that hits nothing. CS is more important than trades for lane Sion, but bully them if you're ahead or even, as Sio has a really strong level 3 combo (e a minion ino them, turn on shield and simultaneously charge Q over them. Guaranteed to chunk for at least half HP is done correctly). Don't use shield for waveclear. Don't push unless you have wards, sight of jungler, or a clear path to ult (but avoid wasting it as escape.) Again, CS is important for health stack because your base HP is really shitty. Spam laugh and dance. Always look to hit enemy laner with empowered e.
For ult usage, point blank knock-up to set up gank is always better than trying to finagle a slightly longer one from farther away. Turn shield on while ulting, pop it as soon as you can. Immediately start charging Q after hit, make sure to chain CC by releasing Q only after the ult stun wears off. For lategame, encourage fights in mid. If youre good you can ult from blue buff into objective pits, or just straight up and down river. Always aim for carry, squishy peel supports or jungler are second priority. Tanks you do NOT want to hit unless you need to pop them or you can afford to (Vayne on team, enemy is scattered, carries are near tank). If you miss, cancel immediately and lumber to nearest enemy carry, charge up Q. If you miss do NOT just keep charging or hit a wall. Peel is more important than killing enemies because you get kite hard. Help your ADC or mage if they need it.
Once you die, always go for nearest immobile person. Doesn't matter if the nearby Lucian is low, don't chase him bc he WILL get away. Go for someone without blink/dash/movepseed/ranged CC. Ignore CC and whack whatever is closest. After champions, prioritize turrets and then CS. Don't use Death surge unless you're confident you can get kill or assist.
Corrupting potion and d shield is good, cloth 5 is fine too. Against AD get Sunfire Iceborn, against AP get Banshees Warmogs. DMP is always good, Black Cleaver/Titanic only if ahead. Warmogs is a must on everything, just not as prioritized vs AD. Against another tank DMP is good pickup. Juggernaut items are your friends, but shit like Locket or Zzrot or frozen heart is very good too if you want straight tank. No need to rush offense if you're fine with defense. Merc boots unless against 3+ ad then get tabi.
Spam laugh. Type whatever Sion quote you last heard in all chat to tilt opponent. Win lane and crush cowards. Praise glory of Noxus.