Enrage is toogle so it doesnt activate Sheen.
Sion is just a beast in the early laning process. I normally use the combination Gaze -> Shield and 2-3 hits with enrage so they lose 300-450 health.
I dont know about build, sometimes i build with attack build, and other times with AP.

Usually pick up a faerie charm and a rejuv bead at start, then farm my lane till i get a tiamat,(why? because it basically allows you to warmog) then for boots i generally go either zerker or mercury treads pending on the composition of the other team. After i usually go for Last Whisper/Frost Mallet/Black Cleaver/Stark's Fevor. Have been known to pick up a Wit's end or Angel armor on occasion for kicks. Atma's are nice too but game's usually over before i can get those also.

I play a very strange spec and I am in the middle of mastering it and making it into perfection. I will post up a guide soon and maybe you will like it as it is very offensive.

A Warmog's and an Atma's will help Sion get pretty disgusting DPS. I've seen it in action.

EDIT: I haven't played Sion much, but Tiamat or Nashor's Tooth might be good for Mana Regen/DPS items.

I prefer an AP Sion

Item Build

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.

I feel sad for you if you can get all of those items in one game, that is one long ass game. My setup is more of a 5 item setup but if a game is extended it goes to 6-7.