It depends on which champ you are using as each have their own options vs Hecarim both in use of their kit and the items they can buy. As Sion don't use your Q to "stop" him from coming in. With his E active he has no problem running to the side to avoid your q, in fact it makes the distance he runs longer thus incentivises him to make that detour just to rack up some more dmg. Sheild when he comes in. Don't try to pop your sheild for dmg let it stick. Use your e first, not only to slow him since he's point black in your face you can't miss this. It also has the armor reduction. You get in an auto or such and load up your q.
In this situation you should be able to land a pretty well charged q if not fully charged if lucky. Wail on him, exhaust him if you have it, ignite him if you have. If you are playing right Hec had to charge past your minion wave to start harassing you, so make sure you keep an eye on your OWN minions aggro and make sure they do target him and there are some left. Pro hecarim players will wait until there are only a few minions low life left in your wave before charging in. Same strat applies you just don't have the extra chunk from the minions.
And item wise, once you grab a Tiamat you should really be able to thump in extra burst dmg and discourage Hec from 1 v 1'ing you. At this point begin to warn your Mid that hec's in roam mode, as hec is an inate jungler ganking is what he does. Hec out of sight means you're really about an E away from being knocked back out of no where and trampled on. Like the nasty ass honey badger said you have to show him that you are tougher then him, even if you aren't or don't feel you are. Don't let the Hec player comfortably trade or harass, make sure each time they comitt to such actions that they realize it's going to be more cost worthy then not. Even the best hec players in this situation will begin to ignore you and look for that roam.
Hec doesn't fight so well on even terms. The reason he works in a lane is begin in the 1 v 1 senario he has some girth to generate that tip in his favor where he can out shine. Defensively on Sion, a Sunfire Cape provides health and burn to him for being close and pair that with a Thornmail and Hec is punished for hitting you and even being close. Which is how he hurts you, his w and auto's and his q which puts him in range of Sunfire burn and Thornmail dmg, all of which are MAGIC. So you are dealing physical dmg and pushing out additional forms of mixed dmg that is difficult for hec to itemize against.
add on
I mentioned Exhaust earlier. I want to also emphasis Exhaust is doubly so effective vs Hec because of how his Passive works Exhaust really cripples his War Path. It out right reduces his dmg out put through direct means, then the movement speed reduction indirectly reduces his dmg even further. The atk spd reduction is juice in the pie. If you know you're going to be up against a Top hec or even don't want to put up with him as their jngler, consider , strongly, taking Exhaust.