Hi, this is my first guild so be forgiving :)
Shen is one of my favorite champion and after i bought him and played some games on lane i said to myself: "man he can be nice jungler" :)
I was looking for nice build for him. I found and try some of them and change for myself and now i want to share my build with others.

I choose following runes:
AD Marks - better dmg in jungle
Dodge Seals - i rly love dodge and its so powerfull for junglers
Energy Glyphs or MR per lvl Glyphs - energy to spam in jungle with Q / MR per lvl to better MR :)
Dodge Quintessences - like yellow, with Ninja Tabi, Masteries and full dodge runes u got 25% dodge chance !!!

I choose 1/21/8
Smite, dodge chance, hp, less dmg taken and more exp

Take your cloth and pots and go blue. You can ask someone for pull but u can do it without it. Use pot when golem start att u. Kill him with your Q and smite when golem will be ~430. Use another pot when first end.
Now go wolf, spam with Q and go to golems. If u are low on hp, use next pot. Kill golems with smite and Q. Now go to wraiths and use pot.
For me as Shen its end of first route but u can stay and try some harras/gank on lanes with dash.
Befor u back to the base u can take down small creeps in jungle. You can farm like that very long becouse u dont need pots for small golems, wraiths, wolf now but remember to use smite. You have to remember to def lane if some of yours m8s must back. You can farm there with Q. Its very nice to last hit.
After returning from base you can go do blue for AP carry, or red. You should got 6 lvl so with redbuff ganks would be nice.
REMEMBER SHEN ISNT SO FAST JUNGLER!!!

i start with cloth armor and 5x pots. I usually try to farm for my Ninja Tabi (550), heart of gold (825) and of course some wards and additional pots. With Shen u can stay in jungle very long becouse after blue u only do small creeps and do some harras/ganks vs your enemies on lane. You also can farm on lane when some of yours m8s have to back.
For Shen there are so many items builds. You can do AP/TANK, AD/TANK, FULL TANK and etc. I will not give u this 6 items that u need to buy. Your build depends on enemy team. I think CORE items will be Ninja Tabi, Heat of Gold --> Omen, Quicksilver and FoN. For dmg u can buy Frozen Mallet. Rylai Scepter also is great item for Shen.
Other nice items: Abyssal, Banshee(vs heavy nukers), Aegis, Sunfire, Thornmail(vs heavy AD dmg) and of course Warmog

Hmmm team work... but how play in team with randoms -.- anyway, Shen is very nice team play champion. He can save allies with ulti, dash. As a jungler he can do buffs for someone from team.

I max Q for better jungle, harras, last hits. On 2nd lvl i take E for some early ganks or to be faster in jungle. On 4th i take W to have shield vs wraiths, some ignites, or other spells/attacks. Of course R on 6th, and on 8th W for better shield. After W on 2nd lvl i max E (longer taunt).

As a tank u must start fight :) Just do dash and try to taunt their carries :) Remember, you can use your ulti in team fight to save someone from your team.

I think thats all. If not just put in comment what is wrong, what u dont know.