While I like the vampiric scepter, it doesnt let you start with any health pots. This means in order to heal, you MUST keep hitting things. Therefore you can be shut down very easily with a string of nukes. Once at half health, its over. You cant approach to hit minions without risking death and you cannot regenerate well.
As an alternative, I would suggest a Regrowth Pendant +1health pot. The pendant pays for 1 level 1 enrage every 2 seconds, or 1 level 5 enrage every 5 seconds. So it will keep you in top shape for last hitting very well. The potion quickly recovers from a heavy burst.
Furthermore upgrading it to a Philosophers stone is a very good play. Not only do you get 22 HP5 regen, but also 10 mana regen which is HUGE. This ensures you can spam your stuns a LOT more and be much more dominant in lane. Being able to 2 sec stun and uber-Whack a melee who tries to lasthit is very powerful. With that mana regen alone thats 1 free stun every 50 seconds. While not amazing by itself, this stacks with the mana regen you already have plus when you level up. In addition, 30 gold per minute for free is a nice bonus.
After the Philo stone, you will want boots, zeal most likely or whatever else, and then a Emblem of Valor which adds more regen and high lifesteal.
Another alternative is a Rejuv BEAD +multiple pots, upgrading to an Emblem on your first B. This is a decent approach too, but I think the heavier out-of-combat health regen and mana regen potential of Rejuv/Philo is better.
In any case, AP Sion is considered better because you are a lot stronger during early game and can farm much better. AD Sion can really own late game but needs a lot of farm to be effective. Plus, a champ like Mundo for example is VERY similar to AD Sion skillwise and is generally easier to play. Mundo has no mana issues, a better passive, higher Enrage equivalent, a more general purpose Cleaver (no stun, but faster cooldown, much longer range, scaling damage, great for chasing), and the Ult is more consistent for chasing and healing. Plus his 4th ability is a bit more useful than your Shield which is way underutilized with AD Sion.