Hi, well this is new to me (I'm peruvian so sorry for my english D:), but i always wanted to share my build with all of you so you can get a tip about Shen.

Shen is an epic tank, he has an AoE taunt, he can absorb damage, he can save an ally's ***, he is amazing T_T!

ABILITIES
-Vorpal Blade
Deals 50 / 95 / 140 / 185 / 230 (+65% of ability power) magic damage to target unit. That unit becomes life tapped for 5 seconds, healing any champions who attack it for 10 / 20 / 30 / 40 / 50 (+20% of ability power) health over 3 seconds.
Cost 70 / 65 / 60 / 55 / 50 mana (mana? wtf i mean energy xD) | Range 475

-Most of Shen's always lvl up this ability first, but I'm gonna ask you something: Is this the best "tank" skill that shen has?? Does Vorpal blade absorbs damage??? NO. Vorpal blade is just for heal yourself, farm and does some magic damage, but is not neccesary to max it first.

-Feint
Shen enters a defensive stance, shielding the next 50 / 100 / 150 / 200 / 250 (+60% of ability power) damage. Lasts up to 1.5 seconds.
Cost 45 energy | Range 20

-This is the "tank" skill that you are looking for. 1 point of this early game and u will eat the projectile's spells of most of the champions. this skill have to be maxed with vorpal, so you can absorb dmg and do dmg at the same time (try to max this first if you need it ASAP).

-Shadow Dash
Shen rapidly dashes to a target location, Taunting enemies he collides with for 0.8 / 1.1 / 1.4 / 1.7 / 2 second(s).
Restores 50 Energy if you hit a champion.
Cost 120 / 115 / 110 / 105 / 100 energy | Range 25000

-Hmm, I realized that i was wrong on this, now i see that this is very useful, but it still cant be maxed before Q or W but this will keep the Rhythm of both.

-Stand United
Places a shield on both a target allied champion and Shen, absorbing 300 / 525 / 750 (+100% of ability power) damage for 7.5 seconds (Shen's shield absorbs half as much damage). After channeling for 2.5 seconds, Shen teleports to the target's location.
Cost 50 energy | Range 25000

-This is "the skill", it can save ***es so great and help a hero to get a kill, a double kill, a triple kill or even better, a quadra kill D:!, but the thing is that you will have to focus on your teammates all the time and i mean it, ALL THE FRIKING TIME.. It can be used as a escape tool too, but sometimes you will have to keep it for team fight or save a teammate.

SKILLS
this is one of the best skill for shen, it will help you and your team a lot, and also because most people goes for ignite xD.
this is also a good tank item, it will save you sometimes, and you will be able to save teammates or catch enemies faster.

OTHER SPELLS
If you are not a fan of Exhaust this can be useful too, if no one got one and you think this is necessary, go for it
but sometimes i don't like it because.....KILLSTEAL and i don't like ks my killers, its useless.
If you like to flash to make the Hella escape, go for it. It's also a nice spell and is useful for the team too, but dont let your teammates behind o.o!.


EARLY GAME
-Start with a Doran's Shieldand a health potionalways, Doran's Blade is a good item, it gives you Hp and some armor for the beggining.
-Be sure that you are farming well, try to do the last hit ever (if you are soloing it will be easier to get last hit), farm farm farm until u get gold for boots. Try to rush Hearth of Goldfor faster gold and some items for the Aegis (or the Aegis instead :3). Don't Turn the boots yet, maybe you will need Ninja Tabiif they are pure dps and no cc D:

NOTE
If you have a good partner with a early CC and you think that you will need another CC for an easy first blood, put your point on Shadow Dash first

-When you get the Aegisand the mercury's treads, you will be able to tank some and save ***es with your ult.

MID GAME
-Well, at this point you should have some assist (or maybe kills), try to help you team as much as you can.

!!WARNING!!
Don't let your teammates behind, NEVER. It a terrible mistake that every Shen does in a game, If you are in a team fight, there is an enemy champion running away, and your teammates are fighting or escaping, DON'T LET YOUR TEAMMATE NEVER, you have to help him everytime, if a ally is chased, try to help him with a taunt, you need your dps allies alive so they can kill them all later, REMEMBER, WITH THIS BUILD YOU ARE A TANK/SUPPORT, NOT A TANK/DPS
!!WARNING!!

-When you get your Guardian Angelyou will have more Armor and Magic resist, enough to tank most of the champions ( if they are not epic feeded <.<)
-Try to use Feint always, trust me, Feint saves *** so greatly :3!.
-With GA you will have great resistance for all the champions, remember, SAVE YOUR TEAMMATES ***ES ALL THE TIME.

LATE GAME (maybe u.u)
-Now it's time to think about who type of enemy dps is doing better, the ap or ad dps???.You have to check it and then buy the best item to tank it.
-IF IT'S AP: Try to buy Negatron Cloak(it not necesary to turn it into a FoN, cuz with mercury's,
Magic Resist's runes, Aegis, GA and the cloak, i think is enough to many caster,
unless they have epic carries like Annie or Ryze).
-IF IT'S AD: Try to buy Sunfire Capemaybe the belt first to get more hp, but when you get the Sunfire Cape,
don't try to break a turret near a champion, sunfire takes aggro and that will be dangerous
for you :/ (trust me, it happened to me and i died in a very stuuuuuuuuupid way -.-).
-When you get the sunfire and the negatron (or FoN), you will need the Randium's Omenbut now with the nerf it will be better not to get this. I've just realized that Frozen Mallet is a great item for him, i know that is not a really tanky build, but with that health and that slow, you will be able to get some dudes and gives your teammates a few more kills.

Now you have to seel the hearth of gold for the extra slot, and use it for an item who fits your needs in that game, my recommends are: For more MR, go for Banshee's Veiland for more Armor, go for Thornmail
Well thats all i have to post here, with this build, you will be able to tank better than the warmog shens :3 ( i beat a warmog Shen with this build :3)
Gl and hf guys :3
Shen: "This build is a demostration of superior judgement."