Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
Lane with ranged/dps champ to get the fb. Pretty easy cuz Shen is usually understimate early game, but doran shield and runes gives u decent amount of hp to early gank/assist. If u dont feel confident in the early game, buy a hp pot with doran shield.
You might be surprised why sunfire instead of boots. Cuz Shen has abilities which let him move across the map pretty fast, and sunfire really helps u to farm/gank. Choose boots considering what kind of team are u facing, magic/physical oriented.
In early game, the greatest thing to do for u is harras with vorpal blade then dash and ki strike and back off. I gurantee amount of damage you deal, will be greater than u receive, and after all you are tanky one :) The important thing is to master Dash. You have to avoid taunting minions in early game. While they focus on you, your health points will be dropping pretty fast.
In mid/late game frozen mallet, and rylai's sceptor gives you great slowing ability and boost your health which is greatly important in team fights. Do not be frightened to die, if u can save ur teammate, or set a whole enemy team to easy gank for ur mates. That's your job. During the game, you should sell doran shield to buy another sunfire faster :)
That's how I play Shen, I am pretty new with him, but I enjoy this build very much. I die rarely and seems to be very helpful for my teammates :)
Maybe this build isnt groundbraking but should work for you :)
PD. One of the greatest champion to lane with is mastered Kayle with occult, meja and leviathan. When he reaches full stacks ur team is capable to win 2vs5 if u are smart enough :)