Level 1 War Paint gives your basic attacks a heal. This is good for keeping you going in minion waves, mercenaries, and team fights.

Level 4 Focused Attack is going to be the best overall option for damage since the only other being for Seismic usually wont apply. Mercenary Lord I have found to be an excellent option to pic over Focused Attack. Why? because in general FA is up initially for Sonya and then it isnt up for a few seconds. Unlike someone such as Tychus who has incredible attack speed and buffs Sonya is somewhat slow attacking. Mercenary Lord though gives you the oportunity to capitalize on her unique ability to solo all the camps on the map except the boss and give them a damage buff further pushing lane dominance for your team.

Level 7 I recommend Follow Through for the simple fact that it is very easy to use and it increases your damage. You would do something like spear, basic, slam, basic... or something like that. The point being that right after an ability your next basic attack is buffed. My second choice would be Composite Spear which imo takes out some of the frustration of spear use. If you play Sonya a lot you know just how annoying it can be for an enemy to be "just" outside spear range. Composite Spear Increases your range so you can throw farther which definite helps when trying to grab those fleeing enemies.

Level 10 ultimate you will take Wrath of the Berserker which will give you more damage and reduction to crowd control.

Level 13 Aftershock is an important talent since your Seismic Slam is like the core of your damage on this hero. This talent reduces the cost. Additionally the next upgrade it will help a lot to grab this now.

Level 16 Furious Blow increases both the cost and damage of Seismic Slam. This is where that level 13 talent is really going to pay you back because you get the damage increase at a reduced cost.

At 20 you really dont want to take the ult upgrade as it is pretty horrible. About the only time you "might" consider it is if the enemy is filled with stuns and such which is making life a pain for your team. In which case take it and it gives you increased resistance. For 20 I recommend Nexus Blades for increased basic attacks which will link back into War Paint and Follow Through... or choose Ignore Pain for short damage reduction.

Level 1 War Paint gives your basic attacks a heal. This is good for keeping you going in minion waves, mercenaries, and team fights.

Level 4 Hurricane will help you out of roots and slows which happen a lot to front line heroes.

Level 7 Ferocious Healing will give you a small heal to help keep you up longer in addition to whatever heals you get from basic attacks, whirlwind, and your group healer.

Level 10 you want your ult to be Leap so that you can stun enemies for your team.

Level 13 you will want Life Funnel to give the healing of your Whirlwind a boost.

Level 16 should be Nerves of Steel to give you a shield to keep you up longer in team fights.

Level 20 is somewhat of a choice and one you really need experience in game with. Arreat Crater works great if you have a team that is coordinated and can work well together. In other words... most solo queue or typical casual parties arent going to find it the MOST helpful choice. However, even as such if your team can somewhat pull it together during pushes it can be useful. Ignore Pain is going to be the best over all choice here for solo queue and your casual party groups. You will take less damage for a time allowing you to survive longer and giving your team the opportunity to do more.