Well if you're playing him jungle you need a bit more damage, and I know a fair amount of people run APen reds on him for early harass. I find that Randuins is generally unnecessary if you have FH, so I'll only upgrade my HoG if we get to end-game and there's a big AD presence on the enemy team. I know some people play him with an AP twist, and I don't really like that very much either, because he only has 2 moves with AP ratios - one is more for utility and is a skillshot, and the other is his ultimate. Both have decent cooldowns, so I find that AP is kind of wasted on him. Sheen costs more than other early game items I'd rather have, such as Kindlegem or Glacial Shroud. But if you want to be aggressive, hell yeah Sheen is crazy damage output, especially with his E.
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~Peaf~
"Later that day, I f***ed a panda." - PSO