This is more or less a guesstimate build for a friend of mine who just started. My buddies and I play other characters, but have a decent idea of what our friend needs to tank as Shen. No runes involved, as he has just started playing.

If you have constructive feedback, we would love to hear it. If you are going to flame the build, it will fall on dead ears, we have no love of this build anyway.

Go down the defensive mastery tree first, as it is more important that you stay alive and don't feed when you are just starting out. Other than that, we just took a stab at prioritizing stats, as I usually play a Utility build, I am no expert in either of the other two trees.

As a tank, dealing damage is the least of your worries, if you can survive team fights and harass with your dash-taunt, you are doing a good job.
Heart of Gold will help you get enough money to get some of these items, as you probably won't farm very much from minions or enemy champions.
These items will help you out and have some helpful slowing abilities tacked on to them, so if you do find yourself being attacked, the enemy will be slowed. Helpful to even the playing field.

First off you want to get 1 level in Vorpal Blade, so that you have a range ability that you can use to last hit (get the final hit in order to get gold off the creeps that are too far away for you to melee) and so you can use that at the start of a skirmish, so you and your allies heal when they hit the enemy. After that, you want to max Shadow Dash which forces the enemy to attack you (aka: stay in range so we can kill them), then max Feint (the stronger this is, the more you will survive), maxing Vorpal Blades last, but making sure you get your ultimate (Stand United) whenever you can.

Exhaust:
The reason I have you choose Exhaust instead of Teleport or Ghost is because it is better for you to stay in a battle against a weakened opponent than to have to escape from a full-strength opponent. Not only can you weaken a strong dps champion with Exhaust, but you can slow an enemy champion down long enough for your taunt to cooldown, giving you a chance to kill them if they try to escape.
Heal:
No brainer. You are kinda new to this. You like to feed enemy champions. Unless a healer is going to sit on you 24/7, you want to be able to stay in the fight as long as you can. Also, you can use this to heal a friendly champion who is low (keep in mind that they will focus down your healer or dps friend before they attempt you, its the natural order of things) so using this to save a buddy is always a nice gesture.
No Teleport:
Keep in mind, Stand United is like a beefed up teleport if used in a lane with a friendly champion that is in the midst of a fight. Using Stand United from base to get back into the action can work out in your favor. Just don't waste it on a full-health champions that is just chillin' by some creeps. Unless you think a gank is coming their way, just hoof it over to them.

That is pretty much all you need to know. Like I said, pretty basic build. Nothing special. Not re-inventing the wheel, just helping a friend get information without having to sift through runes and ranked play guides.

Cheers.