You might be thinking "WTF????!!!!?????!! DPS SHEN??!" and instantly getting ready to flame, but this is how I play shen and i don't want any people saying stuff like "OMG NOOB DPS SHEN SUX OMG HE IS A TANK!". please try the build before voting. i'm open to constructive feedback :)

also as i'm only lvl 23 this build may not be suitable for ranked games and such

Pros:
will shred any physical dps to pieces

good in 1v1

good chaser with his shadow dash

will have high HP and high damage

ki strike gives a great burst DMG

people will try to hit everyone else than you in teamfights because will they think you are a tank XD

good farmer

GREAT escaper!

cons:
vulnerable to CC

will degrade in games that lasts for more than one hour

a little weak against nuke casters

The items i put up is for countering teams that has a good balance between physical DPS and casters. they may or may not be correct depending on your enemy team. for example if they have no casters drop the hexdrinker and take something else.

your defensive items should ALWAYS depend on your enemy team

i have played with other champs(mostly ninjas) lately so i only have theese results

Shen is a great farmer with his Vorpal blade. you generally want ALL of the last hits with this shen build because you will be a little item dependant, also if your hp is low throw a vorpal blade at the big tank minion and auto attack it. vorpal blade is very spammable and you use energy not mp so feel free to use it.