Runes

Quite necessary on Shen as laning early will result in hard harass from AD ranged champions such as or heavy nuke champions such as.
Not always necessary but I find it very helpful when CSing and trading champions with auto attacks.
Not always necessary but very recommended over any other selection. Very often will you find yourself against hybrid champions such as , or even heavy AP champions such as or . Pretty self explanatory as to why these runes are helpful against those champions.
Very helpful for landing taunts and catching up to enemies as well as returning to your lane after ulting away. I strongly advise the use of these Movement speed Quintessences as they will have a strong impact throughout the entire game.