Hi everyone, I will start this guide with the reasons that pushed me into creating it.
First and foremost, sejuani is a champion I do love and played a lot throughout my two years at LoL. I may be of low elo, very low but, as we say, never judge a book by its cover. That reason alone, though, could not motivate me to write this guide, for little do I care how you will play your Pig rider.
What really made me write all this boring stuff is the fact that most guides out there should be marked as HUMOR GUIDES. Yep, they lack sanity (detailed explainations included).

As far as the runes are concerned, all those are tested as the most apropriate, save for the quints. I still am not sure weather the

Greater Quintessence of Percent Health

or the

Greater Quintessence of Scaling Health

do the trick better.
Anyway, I would humbly suggest the first.

I would like to note here that the Utility Tree masteries Fleet of Foot and Meditation are often neglected, though very useful for a jungler.
The jungler, no matter how much that hurts to do, should give blue to the player at mid (ok not to Yasuo) and thus an

ap tank

such as my beloved pig-rider, needs any form of mana sustain, since based on abilities for everything.
Secondly, I suggest Fleet of Foot because after the nerf on Mobility Boots that offered excellent speed between ganks and camps, combined with sejuani's low base speed (dude, you must permaslow someone to catch up to), and the current dash-meta( means champions with dash are prefered) speed is of grave importance for junglers not using speed runes.
Concerning the rest of the masteries, I hope they are self-explainatory. After the change of October in my guide (see Bye for now section) I removed all the points on Sorcery and re-arranged a bit the defensive choices, taking basically a sneak pick at various challenger players' jungle pages and after that testing a few things.

There we go. In the first part of this section, I will try to explain why some guides are such a great failure, and in the second, I will talk about my Item build recommendations and order.

I seriously can't afford to see

Rylai's Crystal Scepter on sejuani. You fackin nerds, do you have any clue what her E does? There you go, I'll help a bit:
(just move your freakin mouse over the icon and read).
So next time if you want a combination of health, slow and ap for sejuani (SINCE SLOWS DON'T STACK AND SHE HAS INNATE) do yourselves the favor to go and buy a Rod of Ages instead, which gives better ap and health, plus mana after all.

Of course every preson is allowed to have different opinions, but if you have no clue what's going on, keep them for yourslef. I am talking about a/some guide/-s I saw, where they were proposing a typical ap tank build with AD MARKS. YEP AD MARKS. No further comment, I wasted enough time with that one.

To end that hate-list, I feel obliged to note that in no way I mean my guide is kind-of-the-best and 'don't listen to others, I am the best'. I just say, some are horrible and I get irritated seeing them outside of the HUMOR category.


Now as promised, for the second part. I will list all the possible items for my sweet pig rider and under them I will write what I believe about them and under what sir***stances should they be built.


Good item overall, but buy it only if you want to do damage and the enemy has stacked lots of magic resist. This item is good on others, but it's not suited for seju.


A fine item for sejuani, buy it when you see that your team has problem dealing with the enemy's magic damage.


As told before, I have lost my faith in this mobility boots. Anyway, the boots you choose should be one of these, though I highly recommend the swiftness option.


I've seen some sejus with this thing. Though it's not that bad to add it to my first 'hate' part, it's just not suited for the beauty on the beast: 1 If she needs armor, there are better options (listed below somewhere), 2 if ap there are still better ones, 3 sejuani has fine aoe damage and so I don't think that it should be bought over one of the recommended items. If there was a seventh item slot, it could be a choice (though it sounds still to me a bit troll-like). The alternate damaging options for seju are sunfire cape and liandry's torment.


A must-buy, in my opinion, though you should definately prioritize other items. The only reason it shouldn't be bought is if you rely on your team (rare for solo Q summoners and surely wrong) and if your team's damage output is high enough without you, in which case you are needed as a pure tank that goes to cc around and disturb others. (Sejuani is not in fact that role, but I will tell about this seperately).


A very good item, if the enemy has one champion or more able to carry that are based on autoattacks, buy it after the boots and the ancient golem thing. Generally speaking, that kind of champions are the ADCs so just buy it in every game.


Not a bad item, it gives a very good amount of ap, health and mana. I just don't think it suits sejuani in her role as a tank ap jungler in summoner's rift. In ARAM feel free to buy it :) . And this because if you want health, you'll build warmog's and the ap needs of a tank are satisfied with a liandry's. As for the mana stuff, after some games with sejuani, you will learn to control them, it's nothing like amumu, nautilus, e.t.c.


I prefer the veil, because seju is a diver, and it means nothing if she gets stunned or sth like this upon landing on the enemy team during a teamfight. Another reason I prefer that over spirit, is because seju has no innate heal she will augment (like mundo, voli e.t.c.) unless warmog's is bought and so a large portion of the money spent on visage will be in vain. Now, in case the enemy has so much magic damage that you feel forced to take both, that means your teammates will have quite the same problem, so consider taking a locket of the iron solari (explained above) instead of visage.


Your jungle item, no much to say. Especially after patch 4.11 it offers just too many good things and serves as a late game item as well.


If you feel you need both a bit damage and tankiness, take it. This item is also good against a team with melee ad champions.


Of course a fine option for any tank against a fed ad carry, but given seju's love for health items and her kit I would label it as 'situational'. I mean, she can launch onto the enemy squishies, deal a fair amount of damage and stun/knockup them long enough for the rest of the team to finish them. And all these without giving them the chance to act even with autoattacks. Just to point out again, it's a good choice for any tank, just not a priority for seju.


Gooooooood item, personaly my favorite. Don't rush it, but certainly buy it at some stage, since it augments health, but also sejuani's Flail of the Northern Winds damage by a good amount. The only reason not to buy it, is if the enemy team has lots of %damage.

Obviously the most damaging spell of her is her Flail of the Northern Winds but after that many would wonder which to max first (I hope you understand ult is always first).
I usualy take a point at Arctic Assault for its % damage (to help clearing the camps) as it deals more damage than E if at level one both. It also offers a useful dash that anyone could need, even at the first minutes of the game (possible invasions/ counterjunglings e.t.c.).
After I take Permafrost and max it after W. And that because you need its lower cooldown, its bigger slow and all these with the same mana cost (while Q's mana costs scales with level).

This section can be a bit misleading, given that each player may evaluate a champion differently that others, and surely has a distinct playstyle, thing that affects evaluation over the champion. Anyway,since it's a builde guide's trend, I'll also list some basic things.

Pros

has innate dash
is the queen of slow: has innate slow in both abilities and autoattacks, and her passive gives her resistance to slows.
deals damage even if built tanky due to W's scaling with health
her passive gives armor and her abilities aoe enough to call her a fast jungle cleaner that needs little to no help
dude, aoe stun projectile with ulti... ^^

_______________________________________________________________________________
cons

mana hungry at early and mid game
no sustain or form of healing
sometimes gets focused due to her relatively big damage and high interupt-disable potential
gets countered by all the non-squishy ad junglers, so has a problem with counter jungling

The beauty on the beast is a champion that excels when there is communication in team but one of the few ap tank junglers that can do nearly as fine in soloQ due to a combination of cc and damage.
To have in mind, she's not a safe pick anymore (it was in season 3) but she can always contribute to the team in many ways. Remember to give the buffs to allies that need them (not the first blue! It's all yours!), ward jungle in critical spots and gank frequently: Sejuani is not a farmer-jungler. She is based at ganks. For that reason, customize your jungle routes in such a way, that you can do frequent ganks.
Furthermore, remember not to be afraid to towerdive an opponent when you have the support of your teammates and you have completed your first armor item. Your runes-masteries and your passive armor will keep you alive, while your dash will either secure the escape of you, or deny that of your opponent.

Generally, the Freljord chick should be picked when you want a combination of tankiness, damage and cc. Remeber that there are better jungle options for each one of them separately, for example, tankiness->rammus, damage->volibear, cc->nautilus.
And that role exactly is the reason why I stated in the "ITEMS" category that some items are preferable over others.
Finally, don't have the delusion that in a balanced match you wont die; However what Sejuani brings to the table is the choice of being focused, where the enemy will loose long enough time for your team to finish them. Or, if not focused, her damage output and cc will give your team a big advantage.

Stay tuned, more coming. BTW sejuani is a champion I am much interested in, so if you have any question / demand for me, just tell me and I'll answer the fastest possible.
Thank you, have a good day.
I will make a small section here listing the changes I made to this guide.
->july 7th, 2014: changes to jungle items from patch 4.11. I just updated.
->october 22nd, 2014: small changes to masteries, jumped from 4-20-6 to 0-24-6.