Collocation dictionaries are special dictonaries that show which words collocate (are used together).
Good commerical dictionaries include the prepositions and example sentences. The New Oxford American Dictionary gives "sip" and "sip at," but not "sip on." However, "sip on" sounds completely natural to me and I'm sure that it's in other dictionaries.
sip | sɪp |
verb (sips, sipping, sipped) [with object]
drink (something) by taking small mouthfuls: I sat sipping coffee | [no object] : she sipped at her tea.
a small mouthful of liquid: she took a sip of the red wine.
Of course, there are regional differences.