You shouldn't need a guide on how to play Shen or LoL as a whole and too many guide writers do that but I'm just going to stress one thing, my build path and strategy below:

In short, after getting Sated Dev, CDR Boots and Sheen at least your combo looks like this:
(AA twice before fighting), then E -> Q -> AA -> AA -> Pause for Sheen/Tri CD -> W -> AA

Essentially you're stacking damage and all your item passives for a large burst of damage. (With Thunderlord's, just do the same combo, you'll trigger it on the first Q AA and last as well)
That final AA will be a Sated Devourer, Sheen/Tri Spellblade procced empowered Q AA.


Credit to TheDirtyGuvnah for the build in his duellist Shen guide, he should take credit for everything I've written here. I just wanted to bring my personal item build path choices and the little duelling mechanic thingy to light for more people to try out.

Cheers..