+Becomes one of the hardest tanks to kill late game
+Lots of poke in lane
+Always has an escape when getting ganked
+Global ultimate
+If you take ignite you have plenty of kill potential early game
+Very good at fighting baron early due to the healing from Vorpal Blade
+Can lock down carries in teamfights with Shadow Dash

-Very little kill potential late game
-99% of Shen's kit and teamfight relies on hitting your taunt
-Not a reliable Solo Queue champ due to the fact that if your team is not doing very well your ultimate will be useless and sadly Shen is not a hyper carry
-Using your ultimate is sometimes risky because your laning opponent will most likely push your turret whilst you are away
-Almost no wave clear or pushing power at all until sunfire cape

Remember, when you are low HP you can either last hit with your Q or Q a minion and start basic-attacking it to regenerate a considerable amount of HP back. Please remember that you should refrain from pushing waves until you purchase sunfire cape.

When Shen's Feint(w) is active, Ki Strike(passive)'s cooldown is reduced by 2 seconds(+1 second more than without Feint active) each basic-attack Shen makes.
Please note that Shen's Shadow Dash(e) forces your opponent to basic-attack you and deal 50% less damage than normal.

In ranked play, I advise playing a little bit safer in lane until you get your sunfire cape, so you can push faster/farm under turret/play less safe.
If you are on the Purple side of Summoner's Rift, then I highly recommend taking double Golems when the wave is pushed to your opponent's turret, because you are at no risk of being at an HP disadvantage because of your godlike sustain.