Laning together with a burst champion is a potent combination as Cryptic Gaze has a 1.5 second stun at level 1, one of the longest non-ultimate stuns in the game.
Combining Cryptic Gaze with Exhaust lets you stun, then slow a target, heavily disabling them for about 4 seconds. If they are still nearby, the cooldown from Cryptic Gaze will have refreshed, allowing for decent harassment.
Death's Caress deals full damage, regardless of how much shield strength is remaining. Use this to your advantage by activating it after absorbing some damage.
Using Enrage with lifesteal means that the cost of the spell is less than the life you steal back. This means that Enrage can be kept active indefinitely.
Sion has two common builds: melee DPS and AP mage. In both builds, Feel No Pain and Enrage allow Sion maintain a decent level of survivability even when building damage items.
His DPS builds aim to capitalize on Cannibalism and its massive bonuses; a Sion kept alive will in turn keep his team healed through the allied heal. Cryptic Gaze's reliable disable remains powerful, while Death's Caress is still a strong shield and farming tool. Since DPS builds tend to maximize Enrage first, DPS Sion can also be more tanky by endgame, due to the extra health from a higher leveled Enrage.
Due to the health gain from his Enrage, buying an Atma's Impaler will increase his damage output while giving him armor. This also means he is the only champion whose AD has no limit, as he gains 1 AD for every 22 kills when enrage is maxed.
Life steal items, such as Vampiric Scepter early and its build paths late, allow Sion to negate the health cost of using Enrage.
When combined with Cannibalism, high life steal items such as The Bloodthirster can make it almost impossible for enemies to outdamage Sion's lifesteal.
Sheen and Lich Bane deal physical damage, and will further improve the burst damage of an AP Sion.
While AP Sion is potent early - mid game and later, an AD Sion shines mid - late game. His Enrage grants him the possibility to gain "infinite" health, and grabbing an Atma's Impaler will allow his AD to do the same, though this is true of AP Sion as well, should he take an Atma's Impaler as well since Death's Caress on AP Sion allows exceptional farming for Enrage.
If facing an AD Sion, it is extremely important that you do not let him farm. An AD Sion can heal his team for hundreds of HP with a few autoattacks, his late game is possibly the most powerful out of all champions in the league but at the price of a horrible early game. Do NOT engage him as a melee champion alone as he is a master of 1v1, instead kite him during his ultimate or disable him, wasting it and maybe allowing your team to turn the game around.
Countering Sion depends on his build. If he is building AP, investing a magic resistance item can help mitigate his damage, especially Banshee's Veil as his damage is focused into only two spells. If he is building AD, a Thornmail or Executioner's Calling will help to counter him.
Try to destroy the shield from his Death's Caress rather than waiting until the shield duration is over to prevent it from exploding. However, not destroying the shield completely is a waste of damage, as it will still do full damage.