Oh sure. I group my Sions up with my Catapults and then throw in some Ogres to level things out. 

No, never use them. By that time a low level pseudo-hero is not as good as a fully trained unit. 

Well with the lower research costs, I was able to beeline for Sions pretty quickly.  I decided to make one but so far I'm underwhelmed... was wondering if maybe I was doing something wrong.

They are the worst things in the game based on cost and ability. 

I actually used to use them a lot in WoM, but they were really over powered in that game. I no longer use them. . . They've been nerfed enough to where it's an easy choice to just go around that tech.

It's hard to know where to go with them.  They need a big boost.  If they were henchmen with out magic, that would work reasonably well.  Or they would have to be changed in concept completely and be something more like a monster.  But right now, they are terrible.  Horrible.  All things considered, the worst in the game, easily.  Cost, research, survive-ability, utility, and power all add to the worst unit in the game.  Right now, if you were to magically able to keep one alive until they reached 10th level, they would still be a mediocre unit.  

Take them and use them as a faction ability, would give us 5 different faction specific units, that would give us 3 to go

Sincerely
~ Kongdej