Shen is a Ninja. You need to make sure you know that first. He is also a multi-role ninja, which is probably what you were looking for in the first place. He can straight tank from a solo top or bot lane, AND he can jungle very well IMO. This build will be like my others in a way where I will go into much detail in every chapter so the readers are satisfied. Happy reading guys and +1 if this worked wonders for you!

Shen's masteries are quite simple when you look at them. He can be a slow jungler when not provided the right runes so two points in Butcher is a gift. Then I followed my normal masteries for junglers, but mostly pertaining to the defense tree for shen. Simple, right?

Now his runes are definitely not tank runes. Why? He's jungling. Armor penetration (3) and Alacrity (6) will give you the extra damage and attack speed to clear your jungle. I chose attack speed for the bigger side of his Marks because his passive, Ki Strike , has a lower cooldown as he attacks minions and enemies. This will increase his damage output as well as his jungling speed.
His seals and glyphs are quite normal. If you're new to Shen and League overall, note that many tank roles as well as some AD carry roles will take these seals and glyphs as they are better for defense and utility. This gives better sustain in lane against harassment and attacks from enemies as well as those neutral minions in the jungle. It also assists very well in tower diving when necessary.
His Quints are health per level. Taking these masteries do not require flat health as his max health gain per level is naturally high and he can get extremely Beefy early game. Combining this attribute with these Quints will create a lot of natural health gain and leave more room to buy higher defensive items first rather than health.

This is the fun part about Shen. More health means more passive damage, as well as a lot of capabilities for damage soak and sustain with your vorpal blade. Not to mention vorpal blade's health regen will increase the more health you have! Now that you have health, why not get even tankier just so you can do whatever the hell you want?

Shen can Boots + Health Potion Health Potion Health Potion jungle with these runes. Thus, boots and three health pots will make up for his rather slow jungling if one does not have the right runes or masteries. He can deal with a minor leash if necessary. He can actually save one health pot as well after clearing the jungle the first time because his vorpal blade can give him some very nice health regen as you jungle. Go back to get a heart of gold, 1/2 health pots, and a few wards when possible.
DO they have too much crowd control? Mercury Treads.
DO they have too much damage rather than crows control? Ninja Tabi is the one for you!
Turn the Heart of Gold straight to a Randuin's Omen because the attack speed and movement nerf on enemies will make or break a fight for your carries. Since you'll always want to fight and stay close in on the enemies, Sunfire's Cape will give you that durability edge. Then, go straight for warmog's armor for even moar health. It's for the passive Ki Strike damage. It's worth it.
Frozen Mallet is amazing for numerous reason. Keeps targets in rage for more attacks and a taunt when you need it. It allows you to get more Ki Strikes out there and wear down the enemies.
The next two are options for your last item. Is Kassadin / Veigar / Karthus / Ahri completely destroying your team? Force of Nature allows a greater durability in initiation and allows your team to get on their faces and take them out of the fight :D Otherwise, get the Atma's Impaler. Critical Chance never hurts on someone like Shen; the armor always helps (Remember, you can never get enough armor sometimes :3); 1.5% of your health converted to attack damage? Well 1.5% of 4,572 health at level 18 will add on about 68 damage to your awesome shen. Seems like a good time right?

Simple enough, follow my skill sequence until level 6 and the rest comes as necessary. Doing great? Put more points in Vorpal Blade. If your team needs more of an initiator or beefy man, max out the Feint or Shadow Dash for the initiations and durability in fights.
Always have map awareness. Your ulti is amazing and can turn any tide when used correctly.

Pros:
-Awesome beefy jungler
-Fast jungler when done right
-Escape or chasing mechanisms are amazing
-Awesome team player when you have map awareness
Cons:
-Light can't catch him
-His taunts will allow his team to get massive damage on you if you're playing against one

I know I wrote a lot. So I made the pathing guide really simple.

1. Help on wolves
2. Leash on blue
3. Wraiths
4. Double golems
5. Red
6. Wraiths
Above should get you to level four as well as your taunt so start an early gank and lead your team to victory!

Remember not to get cocky early game. Every champion can be squishy and caught under crowd control when baited under a tower. Keep cool and pressure lanes a lot.

Screenshots later :D

Dash, Vorpal Blade the target so everyone gets health regen, feint, dash, feint, blade, ulti.

No particular order ^_^

*Note that Feint will lower the cooldown of Ki Strike by 3 seconds instead of 1.5 as the shield stays alive.*