Hey guys this will be my first guide with explanation and sme tipps :D dont be scared about my english pls i only got mark 2 xD enjoy and try to play shen the right way. But theres one thing you should no: a normal shen can't carry. I tried it so often but no chance. And pls stop building Mercury Treads on Tanks please. Ninja Tabbis !!!

You need normal Tank Runes. I prefer 9 points in offensive but pls dont AP. Play with ad you are an autoattacker :D (okay the q .... but this is no dmg :D its hearr***e)

[Pros]
Awesome tankyness
great escapes
free barrier for team members with R
OP autoattacks with passive ( xD )
strong against full AD/ AP
[Cons]
hard to lane about sustain and hearr***e enemys
TEEEEEEMOOOOO
not the strongest vs. Hybrids like Jax
Teamfighter, cant win the most 1 vs. 1 in endgame

Shen is very strong early game. You can fight a Tryndamere for example at lvl 5 if you go all in. Try to fight when you have your minions around you. I play shen without ignite, but you can dodge the ignite with your shield. If he ignite early, go away and use your health portions.
Use your E (Taunt) to engage, or do your Q first and then Dash to him with E. You will have enough energy to activate your W (Shield). The shield isnt strong in early but it's blogs some autoattacks and the enemy minions Damage. If you can't fight wait for the jungler. Shen works really well with Lee Sin.

Late Game or in Teamfights, it isn't easy to play the right way. You can't burst the AD Carry and you don't deal Olaf-Damage. You can't engage with Shen in Teamfights well so wait for someone like Nautilus or Leona. Then go in and try to Taunt their AD Carry. He can't deal Tons of Damage to your Bruisers and the Rest who engage and you can do some Damage to him.

Ulti:

The Ulti is very strong, but without AP then shield is bursted down fast if the Teammate fight solo against 5 (Jax for example). Try to do it on someone who is squishy and isn't focused but lowlife. So he can go in and suddenly theres the Shen and Taunts the whole enemy Team. Then your AD Carry and the Assassine can burst down their Carrys.

Try out for you way to play :D