Not Updated For Current Season
It's early creep money/kills to mid-late game tanky-awesomeness.
After playing several games as Shen as a straight healthy tank, when he first came out, I was dissapoint. He could take punishment but it took him way too long to get there; also, he could assist in kills but couldn't take down a hero fast if he was solo'd in the woods, etc--at least not enough for me to like!
So get money--kill heroes when possible (and the move speed makes it very possible) and decimate creep waves. I find I'm a much bigger value to the team when I port in w/the ultimate and can actually dish out some pain besides just burning the taunt.
The attack speed works very well for quick money and last hitting: combine 21% atk speed, Ki strike, Madred's, and spam Q and you're a creep decimater! (not to mention lizard and dragon at level 5-7ish!)
So after 25 more games several weeks later, this is my optimum build: I've had 7+ games w/over 19 kills and as many assists.