Not Updated For Current Season
Start with cloth armor and 5 hp pots.
1st Shop - 2 Regrowth, finish Mercurys and bring Negathron cloak
2nd Shop - Finish Force of Nature and start finishing warmoghs.
3rd Shop - Finish warmoghs and get Thornmail
4th Shop - Get the banshees
Note: If they have too many dpsers, rush into frozen heart. If they have too many nukers and CC, rush banshees. In both of these situations, consider in not buying warmoghs.
This is a balanced build, u get balanced resist and armor, and is for sure the best regular build for Shen. I don't rly like MR glyfhs or armor Marks. I like to harass and i like to take mid and maybe only leblanc can take shen or a rly good kat.