Go 9-21-0 in mastery, or 21-9-0 if you're intending to build more AD (which doesn't look that way).
Sion is the strongest as a tank, hence you should adapt your build depending on their team.
Boots - I recommend Mercury's Treads, as Sion is all in the people's faces, so getting less time on cc's is great. Though if they have a heavy AD team, then Ninja Tabi is definately recommended.
First/second item - could definately be Cinderhulk or Sunfire Cape (depending on what lane you are). Because it provides great stats with a constant damage source, which will be in effect no matter how long you are in their faces. It is both a tanky + damage item which functions well as an all-rounded item against most kinds of teams on him.
Rightous Glory: insanely efficient on Sion, especially if you build Sunfire Cape instead of doing Randuin's Omen (only build Randuin's if your team has enough damage, then you only need to cc and peel). Works both great in his regular form and during his passive.
For magic resist items: if your team doesn't have Aegis of Legion, and you're against a team with bursts, then you should definately go for it (and upgrade into Locket later). Banshee's Veil is also a good item on him, but can actually be popped during an engage with his ultimate, as they can still use spells to hit you while you travel, which will render the unique passive useless for the entire fight.
Thornmail: is an excellent item vs AD heavy teams or just vs a fed ADC. Remember, you're going to be in their entire team, so having tanky items AND a damage source which punishes them for allowing you to be so close is great.
AD scaling items: even though Sion works perfectly fine without any real AD items, he does do well with one or two if you lack damage. Ravenous Hydra, Maw and/or Black Cleaver are ones that fit him alright, without making any real losses. If you need to make larger engages and make time until your team gets there, Trinity Force/Black Cleaver or Frozen Mallet will be extremly efficient tools of keeping you attached to the enemy team. Also it helps during your passive.
Wall of text. Just keep in mind, you aren't suppose to get kills, as you're suppose to be the tank that soaks up the attention and damage, but if you have too many tanks and lack damage, then sure, get damage. But you are fine with farm and assists, and leaving the kills to your carries is never wrong. The items that I mentioned aren't necessarily the best, but they are good situational and all-rounded items that fit most of the times. Choose your own combos.
