Soo my first guide for a champ.. I nearly only play tanks because it is fun to see how five enemys try to kill you and need very long :). This is why i show you my item and masteries for Leona, the radiant dawn, and my faviourt Shen, the eye of twilight.

For masteries i take 0-21-9 and focus on increased dodge chance, and of course on full tank (when you want you can take the point for upgrading fortify). How you can see you will need the point in nimbless ( 10% more movement speed when you dodge) its importeant for this guide u will see :).

Leona:
Pro

Very much cc

Very strong for a tank

Can be very annoying

It is the ****ing first Femal Tank!!!!!

Cons

Problems in the early game

When you start you stun Eclipse combo the enemy will know what you supposed to do and evade you (mana cost is very high)

For runes i take health Quintessences (+26 health) and build my Marks and Glyphs on magic resist. I like teh magic resits at the beginning because you will get much ap on side lanes (When you want mid lane works also very good). For Seals i take the greater seals of evasion (+0.75% dodge) when you in the masteries skilled Nimbless its very important to have much dodge.

Items..... ohhh items ..... THe important section of ervery tank ever so listen..... I do NOT like the Warmogs armor..... I do NOT like the idea that you only need armor and magic resist.... YOU will need both so i build my item build like this much armor and magic resist comined with health and health regen.
At first you need the Dorans shield the importants item every at the beginning for Shen and Leona, after this you have to buy Heart of gold and Philosphers stone for Leona, and Aegis of Legion for Shen. On your next way back you buy so fast as you can mercury treads for BOTH. Also you need the Sunfire cape for farming the force of nature and the banshees veil for both. For Leona you upgrade your Philosophers stone to Shurelyas Reverie, and your Heart of gold to Randuins Omen ( both got a very important active).
For Shen you build nealy the same you only did not buy the Reverie and Randuins instead its better to get more armor with a Thornail and a Guardians angel for the extra live.

With Leona i max early Shield of daybreak for lower cooldown on my stun, at lvl 2 you get one point in Zenith blade and on lvl 4 one point in Eclipse. The stun of Leona is very important, combined with Zenith blade (your E) you will get early ***its. (usefull is it when you get a ranged ad ob your lane)
With Shen i max my Shadow Dash first, because a long taunt is very good :), on lvl 2 i get one point in Feint, and on lvl 4 one point in Vorpal blade. After Shadow dash it is very good to max Feint for a larger shield.

For summoner spells itake for both Teleport and Fortify. Every time you play a tank you should take Fortify-.- I love Fortify it is one of the best spells every. With Shen you can do some kills with the help of this, when you play Leona you can hold one tower alone against three very long ( love it how the enemys fear you <3). Teleport is also a good spell for being very fast at the front or at a tower when you have to recall before, because of low health.
Also good choose for shen is Ghost, Flash and Exthaus. For Leona i prefer also Ignit, Exthaus and Flash.

IF you play SHEN the teamwork is very important, because of your ulti when you got it look every free sec on the map when your team must go back, beacuse the enemy is to strong or they got low health do your ulti on the one with the lowest health. If the best out of your team is under attack (i mean you carry) save him with all you got.
If you play with leona Teamwork is also very important try to stun the most dangerous champ first than your AOE stun and let your team kill them.... sounds easy hum? but it isnt....

Shen´s Shadow Dash on lvl 5 cost 100 energy and when you hit an enemy champo you restore 50 energy so, always try to taunt two enemys in a row.

So to sum up you will die with this build....... but the enemy will need very long:), when not ask me i will help. Also there are some important Rules for a tank

First of all you are the first in, in teamfights and the last out ;)

Second, hold as much damage from your carrys as you can.

Third, do not steal kills !!!! when you see the enemy low do not attack when a Carry is near you and only when he is able to reach teh enemy when not..... FINISH HIM.

I´m very happy about corrections and improvements for this guide, if somebody got a question comment it and ask me ;)