I actually (used to) max E first on Sion. With the changes to mana costs, I could see going Q first, but the great thing about maxing E is that his ability to clear waves and harass opponents is very easy. Even if you are getting bullied, you can stay near your tower and get plenty of farm while staying safe. The harass you can get off with E is unparalleled at 315 base damage when hitting an enemy with a minion with a 60% slow. Maxing E first also increases the amount of CC you bring whereas maxing Q only increases damage. The only problem now with maxing E is that it does increase in mana cost with level now, so you now must manage your mana more carefully.
His Q is strong but you won't be hitting opponents often with a max charged Q, especially if they have hard cc, so I don't max Q first, even if I'm building somewhat offensively (Hydra/IBG). I max W second or last depending if I ended up going tank or damage early as it does scale off of Max Health both for you (for shield) and opponents (for damage) and maxing it in the early game before teamfights doesn't seem beneficial. Q can be very powerful but needs quite a charge up time to hit it (usually after ulting). If I'm going for an early Tiamat, I will max Q second to deal loads of damage with an W, Ult, E, wind up Q, Auto, Tiamat active, and shield pop combo.
As for ganking, Sion can have trouble landing his Ultimate as it can be dodged fairly easily unless used point-blank. Communicate with your team about setting up your Ultimate with their own CC (slows, stuns, roots, and knockups) so that hitting your R is easier. If you take Teleport, lane ganking is possible by teleporting to a tower rather than a ward and then ulting in from farther back. If you are going Jungle Sion (I have yet to do it), I imagine you would gank through the lane as well, as going through the jungle leaves hazards to run into, and wards can spot you coming if the river is warded by enemies.
As for a build order for Top Sion, depending on how comfortable/confident I am, I will decide if I want to build an offensive item early. Usually, however, I will go full tank, starting with a Sunfire Cape as Sion is going to be surviving a long time in fights (esp, with passive), making the damage on it stack up, it also helps with wave clear early game before you getting more mana. Next is Frozen Heart for CDR, mana, and loads of armor for a cheap price if laning against an AD champion. Build Spectre's Cowl or Aegis if against magic damage into a Spirit Visage or Locket later in the game. If building full tank, just build according to what your team needs. General good choices are Warmogs, Randuin's, and Banshee's. Thornmail can be rushed if they have many AS based champions (Irelia, Tryndamere, Yi, Yasuo) other than the AD carry. This can be applied to a Jungle Sion build as well, but of course switching Sunfire for Cinderhulk (note that skill order would probably be switched to max W or Q first).
IF you really want to use Fighter Sion, Get Tiamat into a later Hydra and a Sheen item (IBG/Triforce), and the rest of your build should be tank items. Think a typical Nasus build, and that should work for Sion. If you want to go more offensive and take advantage of your passive form, a few items will work well, Maw of Malmortius, Youmuu's Ghostblade, and Frozen Mallet. Note that actives that are targeted will be disabled in passive form, but Hydra and Yomuu's actives are available.
Overall, he's a great pick and one of my favorite champions since his rework. He doesn't have many low points in the game and is extremely dynamic gameplay wise.