Introduction

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I thought about making a short, succinct Shen guide, but I thought that he could definitely do with a small expansion. So here I am, dissecting Shen into tiny bite-sided pieces for everyone to understand.

First, we will discuss his arms and legs. Oh, wait.... Not that kind of dissection.
In this guide I will focus on three things:

Itemization
Skills
Gameplay & Basic Utilization

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Shen's passive relies HEAVILY on AS and HP (as does his Vorpal Blade), so my typical build focuses entirely on these two aspects.

Zephyr: My only source of movement speed, and my only real need for movement since I have Frozen Mallet to keep my target close. This also gives some damage so your rapid auto-attacks do more than just slow the enemy.
Frozen Mallet: This fits Shen's playstyle well. This slows your opponent by a large amount AND gives Shen a large boost in his heal. I can almost see Shen running into battle with a giant hammer....
Blade of the Ruined King: My most favourite item in the game. This provides a huge boost in AS, gives Shen lifesteal so he can spam-heal, deals 8% of the enemy's HP on-hit... And has an active that steals the enemy's movement, slows them, and steals a large portion of their HP. Probably the best item in the game, right?
Warmog's Armor: The item that defines a tank from a squishy. It gives an enormous boost to your HP and HP regen and has a passive that works well with Vorpal Blade.
Nashor's Tooth: Nashor's is widely contested to have both flaws and strengths for champions. In my opinion, Shen benefits rather well from this item. He ordinarily has rather long cooldowns which become rather annoying to deal with, but this item gives a whopping 20% CDR. Nashor's also gives AS and AP, the latter boosting all of his skills.
Spirit Visage: Can anyone say HP REGEN?! Vorpal Blade and lifesteal both benefit from this absolutely amazing item, and gives Shen much-needed MR.

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All of Shen's skills scale with AP, and it's a bit rare to find an AP Shen (rare to find a Shen at all really), so you will have very little influence with your skill's damage.

Ki Strike is a good passive, but a bit hard to execute efficiently. Ki Strike deals a small percentage of your max HP to your target, and has a nine-second cooldown. HOWEVER, the cooldown is reduced by one second for every auto-attack. Because of this, get a lot of AS so you can spam.

Vorpal Blade - one of Shen's signature skills. He throws a blade and marks his target, also healing - or rather, gaining HP regen - all champions that auto-attack the marked target. Typically you should max this and leave all the other skills at rank one for the poke damage, but in some circumstances you may find yourself getting poked back heavily. In that case, Feint might be a good skill to have.

Feint creates a temporary shield for Shen that absorbs a small amount of damage and increases your Ki Strike's cooldown to two seconds per auto-attack for the duration of the shield, or until it is broken.

Shadow Dash is amazing; capable of giving you that finishing hit on an escaping champion, allowing you to juke through a wall for a surprise gank, or just returning to your lane a bit quicker. The cooldown is very long early-game though, so use this very wisely. With this skill, Shen dashes forward into an enemy champion (or group of champions) and taunts them for 1.5 seconds. Keep in mind that this skill has a small hitbox and is linear, so aim carefully.

Stand United, the pinnacle of all that is Shen. This ult is one of the best in the game, giving Shen a secondary teleport, giving an ally a shield, and potentially giving you an assist if you can successfully gank the enemy. The AP ratio for this skill is 150%, making this a MONSTER of a shield. This ult also gives Shen the capability to gank from anywhere on the map, similar to Twisted Fate (if you are skilled enough) and Pantheon; however, these two champions have a range for their ultimates while Shen has a global ult.

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Shen has two good initiations for teamfights, as well as a relatively strong 1v1 combo. With Shen's kit, he really looks like he was born to teamfight, right?

Teamfight initiations:

Shen was born to teamfight with his impressive array of support skills. His first and foremost initiation is the ever-useful Shadow Dash. This can be used to initiate collapses even if the enemy is on the other side of a wall, as long as the champion is within reach of Shen's taunt. If you aim carefully, you can catch several opponents at once, disabling any channels and preventing them from using any skills for a short period of time. It is rather important to make sure that the enemy ADC doesn't do too much damageKeep in mind that this is a short-range juke/taunt though.

Stand United is a great way to rescue an ally in need. As soon as you finish teleporting you can use your Shadow Dash to further hinder the chasing enemy, or even turn the skirmish around completely and score a kill or assist.

When you do enter a teamfight, you want to use your Vorpal Blade as soon as possible and ping your target.

Who should I target though? Under normal circumstances, you should mark the ADC since that will be the source of the opposing team's damage. Of course, you could also mark the mid-laner if they will become too much of a threat in the teamfight. It really depends on who might be the biggest threat to you and your team.

In conclusion, Shen is a very worthy addition to your team: a top support, if you will.