What are some good ways to build Sejuani?

cinderhulk and then tanky stuff depending on what the enemy's damage composition is.

pretty much every game.

Sejuani is currently in the worst state she has ever been since her release because of the cinderhulk fiasco. She doesn't scale well with anything right now but does fairly well against teams that are heavy in AP damage because she can build health, MR, and cooldown with Locket and Spirit Visage. That way you can at least spam your ultimate.