Not Updated For Current Season
Ruby Crystal = More health. You can regain health with your Vorpal Sword is you need to.
Boots of Swiftness = More speed. Good early game.
Sunfire Cape = Health + Armor + Damage Harassement is good for a tank like Shen.
Randuins Omen = Good Survival tank item.
Warmogs Armor = **** load of health and health regain.
Thornmail = Anti-DPS
Force of Nature = Some magic resist, health regain, and a health regain and movement speed boost.