Your gap closer and main way to Frost minions while you are jungling. This also causes knockback on minions and can go through walls, making it very versatile.
Cooldown: 19/17/15/13/11 seconds
Cost: 70/80/90/100/110 mana
Your main source of damage and why opponents should even consider focusing you. This is also the motivation to build HP as with 4000 hp, that adds 80 extra damage per second up to 120 damage per second if they are frosted.
Your main stun and initiation tool. This sends out a skillshot nuke that stuns the first target it hits. The range on it is pretty as well as the AoE. You can R and then Q, or you can Q to get in range and then R, but you must insure you can pick up the kill afterwards if you use the second method.
Cooldown: 150/130/110 seconds
Cost: 100 mana
Cast Range: 1150
This rune set keeps Sejuani's tankiness and helps her early game damage through magic pen. You can swap out the marks for other runes if you want to build tankier and you can swap out the MS quints for HP quints to further her damage.
This first skilling order is the one to use when you jungle. If you want to gank at level 3 instead of level 4, take E instead of W at level 3. Maxing out W first allows for maximum clearing speed. Maxing E second allows for stronger ganks.
This second skilling order is the one to use when you lane. This allows you to fully support your AD carry when your opponents overextend. WIth additional stun, you can further keep your target locked down in those three seconds.
These are your summoner spells without question if you jungle. Flash allows you easily catch up to enemies who managed to Flash away themselves, or if you miss your charge. It also helps you jump walls when your Q is on CD.
If you lane, you can take any of these to replace Smite. Heal is for supporting your AD carry and heal-baiting, exhaust for additional CC, ghost for extra mobility, and CV for map awareness.
Start blue -> wolves -> wraiths -> golems -> red -> wraiths -> level 4 gank.
This allows you to have your full kit and ready to gank, but, as I mentioned before, you can take a point in E at level 3 and gank after red. If you do have armor Seals, there is no need to base after red. Just clear another camp and you will be level 4 and ready to gank. If you do want to base, I recommend the following path:
Start wolves -> blue -> wraiths -> golems -> wolves -> base -> red -> gank
Alternative: Start red -> gank -> wraiths -> wolves -> blue -> golems
This is a level 2 gank route that allows you to jump on unsuspecting level 1 enemy champions. People don't expect early ganks, so this is a good way to help your team out very early on.
While jungling, use your Q to speed up your route by dashing through walls into the camps. Delay casting your E to maximize your damage on your W. By level 7 or 8, you can quickly clear out all three camps and still have enough time to gank a lane before the camps respawn.
My Recommended Build
This build focuses on building more HP and equal tankiness on both ends of the spectrum. This build nets you about 4000 hp and at least 100 armor and magic resist so your effective HP is about 8000.
It doesn't matter whether you jungle with Sejuani or not, the build is pretty much the same. However, jungle Sejuani has so much more gold than lane Sejuani.
Start: * 5 (if jungle) (if lane)
Core: (if laning)
Rushing a Frozen Mallet pretty much secures your ganks and upgrades Frost to 40% while still retaining the ability to Permafrost targets. This also allows you to roll into lategame as keep your sustained disruption while your abilities are on CD.
The remainder of the items are aimed at maxing Sejuani's HP while giving her enough utility to still soak up damage. Banshee's is a must in order to counter Madred's Bloodrazors.
Rushing Rod of Ages allows you to keep increasing HP and increase your AP. Catalyst also helps a lot if you lane.
You can build Banshee's whenever you need it. This is my recommended order, but you can build whichever item you need first. Rylai's is recommended because of the extra 500 HP and 70 AP. The slow hardly noticeable on her abilities though.
This build focuses on building more AD to increase your damage. This has about the same magic resist, but just a bit less armor as the first build, but with almost 1000 more HP. However, this is the least damaging of the three builds.
Start: * 5 (if jungle) (if lane)
Core: (if laning)
Triforce gives Sejuani a bit of everything, but she can only proc Sheen twice in her combo as everything has to be used right away other than her E. The movement speed is really useful for positioning and Phage, although unreliable, will help her give some unexpected slows.
If you want AD, might as well get Atmog's to increase your damage and your HP. The other two items are explained in the first build. Frozen Mallet isn't a priority as you already have Triforce's Phage.
Pros: +Constant slows +Ult has very good range and stuns multiple enemies +Pretty fast jungle clear +Does enough damage to become a threat +Her combo pretty much locks up their team for a few seconds while doing a good amount of damage +Gap closer goes through minions +Midgame farms pretty well
Cons: -Outside of ult, no hard CC -None of her abilities actually help her tankiness which actually hurts quite a bit
Working in the team
The reason why Sejuani is an effective jungler is because of strong ganks and is why you should play Sejuani as a jungler, not a laner. You want to start the teamfights by using R->Q->W->E. Once the teamfight starts stick to the squishies and keep putting pressure on them. As a jungler, you want to always be farming while you aren't gank. As soon as a lane is overextended just a little bit, gank.
Q is also excellent for dashing over walls for ganking unsuspecting enemies and you can also use it to escape.
1/20/2012: Added two more possible builds 1/18/2012: Guide published