This is how I approach jungle
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First level your Q. Get a leash. Then put a point in your W. Start charging your W while your Q is in wind up when you attack a camp. Explode your W after them come back down. Gets rid of all the little birds easily.
There's nothing stopping you from using his W for damage, really it's more of a choice between damage or defense. Ask yourself, "Do I want to hurt them with my shield or do I want to protect myself?" Sion's shield allows this option, unlike most shields.
I also max my W first. As people point out, his CC is somewhat unreliable. His W however does the job when you know what you want, so maxing it helps me the most. Then I max whichever ability I am landing more often second (usually my Q funnily enough).
Sure it sucks that the shield can't be used for offense and defense at the same time, but a choice is better than nothing.