I prefer an AP Sion
1. Saphire(for a good manapool)
2. sorc boots(Ap + movement speed)
3. upgrade Sapphire to Catalyst Protector(level up give mana and so you can stay realy long in a line with shildpush)
4. Soulstealer(gives you 70 ap and additonal 70 after kills and assists should i say more^^)
5. Upgrade Protector to rod of Ages
6. Sheen then Lichbane
(At this time i have arround 300-400ap so the combo shield up, lichproc , shieldrelease, lichproc (yes it procs on release), stun, lichproc does arround 2k dmg when the enemy is clever he try to run when not kill for you^^)
7. Abbysal scepter(dmg push before the last patch i had prefer Deathfire but who knows when it comes back.
8. Zhonya's Ring (you can get it at 7. too but you can decide it when you have a blasting wand and enough for abbys)
(Sometimes against heavy meele heros i get an thornmail that reflect the dmg with shield up too.)
with this items i have in "late" endgame arround 4k hp 700ap and my shild absorbs arround 1000 dmg and i can burst arround 3k-4k(3k is more possible because of mr)
Why i play this build? Easy Answer^^ I like to play a Sion that can do much dmg and live longer instead a sion that crits for 1k and die in a stun. The only disadvantage is that my lifesteal ultimate is not so strong but instead of an crit sion my shield saved my ass a lot of times.