Not Updated For Current Season
TL;DR Against a Caster Heavy Team you should go with the following items:
Merc Treads, Warmog's, FoN, Atma's Impaler, Spirit Visage, Guardian Angel, and either Warmog's or Frozen Mallet to replace Doran's Shield. You shouldn't be playing long enough to get replace Doran's shield though.
Against a DPS Heavy Team: Ninja Tabi or Boots of Swiftness (by preference), Warmog's, Atma's Impaler, Thornmail, Rand's Omen, Guardian Angel. You might prefer picking up Heart of Gold before or after Warmog's, but that's only if you are laning with someone who needs to farm more than you. Also, a Frozen Mallet or a Warmog's to replace Doran's Shield if the game lasts that long.
I've played many a match with Shen, and I'm happy to say he's a great all around champ, and best spec'd to tank. (But most don't realize you can do a hell of a lot of DPS too)
In this build you should keep in mind a few things. First off, I play quite aggressively with Shen. The energy system lets you spam VB and not have to worry about being a mana slave. But it takes a bit of practice to learn when not to spam your VP and get those last hits, because Shadow Dash is a crucial part of both staying alive and making sure your laning partner gets ganks (or you, if your partner is low on health or can't chase that well). You're great at pursuing, as the shadow dash can taunt your opponents to stay and fight when they'd rather run, and Vorpal Blade not only dishes out damage but heals you each time you hit. Solo'ing anyone should go in your favor. Your taunt, which makes them physically hit you, reduces the cooldown on your passive, which is a key part of this build. You should be saving your squishie's life when he overstretches on accident, and pursuing squishies that either stretched or couldn't handle your harrass.
To start out you're going to want to grab a doran's shield and a health pot. Usually, I hide in the brush (depending on if my lane partner and I get there quickly enough) and let my partner initiate. Right when they start taking some damage I throw a VB and hit them with a ki strike. Depending on your opponents is how your strategy is going to come out to be. If you're laning with someone like Kennen, keep your distance and try to either last hit minions with VB or pop it on the enemy tank minion to heal yourself. Remember to tell your laning partner that it heals them if they hit the marked target. If I'm good on health I let my partner use it to heal, keeping us both at optimal capacity. You don't want to go back to base until you can afford your full set of boots. If you have 1200 gold (unless the entire enemy team has no AP builders or stuns), go ahead and port back to pick up some merc treads If they're DPS heavy, pick up a Ninja Tabi or Boots of Swiftness. If you have enough, grab the regrowth pendant while you're at it. Now, the reason you're getting warmog's first, is 2 things. 1) You want to optimize it's effectiveness and get it stacked as quickly as possible. 2), you want as much health as possible. Now, the reason you're basically going with as much health as you can, is that it goes off on your ki strike, your passive. Trust me, that extra magic damage bonus from your health is going to start packing a punch, and you'll give it enough time to collectively get stronger. You should have your ultimate around this time. Next, you're going to grab an Atma's Impaler. Now is where you'll really be dishing out some healthy damage, in combination with your ki strike. If you're going against Caster Heavy, pick up a Spirit Visage instead of Thornmail. If you're going against a DPS Heavy, pick up a Rand's Omen instead of Force of Nature. If it's a balance of the two, go with the build posted so far. The game should be over by then, but if it isn't, you're going to want to grab a Guardian Angel, for the survivability, or a Warmog's, for that extra punch to your attacks and ki strikes and the bonus health.
As for your gaming strategy, once your ult is up you'll be looking to use that on ANY ally that's getting his *** beat. What I do is tell my team to ping when they're getting 2v1'd or ganked (but they always forget, so keep an eye out at all times for a friend in need). Ult on top of them and as SOON as you land, shadow dash your enemies towards the opposite direction that your teammate is running. Congratulations, young padawan, you just saved your friend's life. To me, that's more important than getting kills, and that should always be your mindset when playing the tank. However, it's nice to know you have the capability of 1v1'ing almost anyone on your opponent's team and walking away (or shadow dashing away) with a smile. Which is what you'll be great at doing as well. This build is meant to optimize your passive, bringing extra DPS to your team but still being the main tank. You'll want to harrass with your Vorpal Blade whenever you can but make sure to have enough energy for a shadow dash. If you're getting hit and trying to escape from the fight, be sure to lead your opponents around the jungle, get them to a wall, then shadow dash through it. They'll have to run around and you've bought yourself precious time. It's not always smart to shadow dash at the beginning of a teamfight, also. Let them attack first, THEN shadow dash them. Keep your ult handy for escapes as well as saves. Exhaust the enemy's carry. Remind your team that, just because you're behind them when you're getting chased, doesn't mean you can't GTFO faster than they can. Make sure to coordinate with your team. Use your vorpal blade on your first concern on a team fight and have your allies focus them too. You should be able to 1v1 just about any melee opponent, but don't be stupid. If the entire enemy team is MIA except for the one champ you're fighting against, and they haven't died recently, don't stick around to fight just because you can. You never know when the next team fight is going to come up and your team needs a tank. With this build you should be great at tanking towers late game as well, so be sure to do so.
Also if you're going to rate negatively, please provide constructive criticism and explain why you gave a negative rating. Thanks for checking out the build and happy hunting!