Call me cray-cray, but I think Doran's Ring is actually a GREAT starting item on Sion.

Sion makes great use of every single stat. hp as his main stat and to fuel his W, AP to fuel his two main damage sources in lane, mana on kill and mana regen to make up for how often he has to use mana in-lane.

I know all the pros in LCS start with an Elixir, but personally I found far more mileage with Doran's Ring than any other item. Oh, and Doran's Shield being dead last in terms of starting item. Maybe if it reduced a bit of ability damage too...