I think that all depends on what you already have or don't have. If this is your first or only Stegadon, I suggest using it as a mount for the Priest with an Engine of the Gods. If you already have all the Engines you want then I think the next step is using the Stegadon as a mount for a Skink Chief who can also carry the Stegadon War Spear.
My personal goal is to have four Stegadons: 2 with Engines, 1 Ancient with Skink Chief, and 1 regular with giant bow. I am unlikely to ever field all four at once as that is not how I play my army, but I do like having lots of options. My regular 3000 point list uses two engines and a chief on steg.