Flash:

I choose for flash because when you're in trouble you can get away verry fast. If you getting nuked you can activate your shield (Death's Caress) and flash away and when they're coming close agian you can stun them agian with Cryptic Gaze, Normally you're gone safe than. You can use it as an aggressive spell either, when you activate your shield than flashes to him and than stunning the target and than just let your shield explode.

Ignite:

I've chosen ignite becasue it can be just the little bit more damage you need. If you activate your shield, places the stun ignites the target and let your shield explode than can it be he just isnt dead yet, there's where the ignite will kill him.

I've chosen for the "Expanded mind" what gives you 5% more mana, instead of "Awareness" what gives you 5% more expierence. I did this because it doesnt really matter how fast you need to be level 6 or 18 with Sion, Because your ultimate isnt your highest needed skill in battles. Mana is at all levels more important.

I've chosen for "Greed" whitch gives you 1 gold every 10 seconds, because you need your items quite hard to do Hard damage.

I've chosen "Archaic Knowledge" for the magic penetration so you dont have to buy mutch more of that. Sion doenst need alot of it but it needs some. This masterie helps with that so you dont have to buy items for that.

I train my "Cryptic Gaze" as first spell so you can get away whiteout using "flash" when it's needed or you can Stun someone to get an easy first blood. Than I train "Death's Caress" for the shield the same, to get away safely and you can kill the minions easier. After that I'm training "Enrage" so you do just a little bit more damage. After that it's the smartest thing to max. your shield (Death's Caress) and train your ultimate (Cannibalism) if possibel. After that you train your stun (Cryptic Gaze) to max and after that the "Enrage" skill. The reason i train the shield to max. the first is because it just does u huge damage and it is a quite nice get-away spell either.

Solo fight:

Some things what you can do is: Activate your shield (Death's Caress) while fighting, When he comes close you stun him with Cryptic Gaze. Than let your shield explode and place ignite on him. When you've got all your items you can stun him agian because you have alot of cooldown reduction.

Team fights:

Before a team fight always activate your shield, so when the fight starts you can let it explode and deal a huge ammount of dammage. One of the things you have to focus on is stunning channeling ultimate's (Nunu, Malzahar, Warwick and Galio) when none of these champions are there you can stun a target and let the full group kill him.

I hope this build helped you out with something. Leave some comment meeby I can learn something from it. and Good luck with Sion, The undead chamion!