Let's beggin, never said better, first post as I'm registered since few minutes.
So here I go: Shen is one of the champions I use the most in case I want to win, just I don't go full tanky. Yeah the build should go in tanky way but my gameplay tends to be supporter. But I disagree with the hard focus you make on saving lives with Stand United, you can use it to teleport to a lane aswell, but not even like that is how I use it... just depends on the situation.
That also has it's weight on the skill order, I like to have all the abilities avaiable @ level 3, ofcourse Q goes first, but if you play in defensive needs, you better gotta pick W before E. But anyway, max Q as early as possible.

I won't discuss masteries, few Shen players I've seen in my life used to wear Flash... that's weird for me as if you train it and thanks to the updates, you got a new Flash each few seconds. I mean, before some patches it taunted neutral mobs too (creeps inclueded), I kinda liked that but still I think it helps to stay alive now-a-days. And so, you need no Flash that's true. Exhaust should be default spell on your screens as you're the tank. But instead of Ignite I rather picking Ghost, when you'll try it you'll know why. That brings me to continue with what I started; 1 on Offense for the main 3 spells we're talking 'bout, now... those Utility points could've completed some of Defense treeline, like for e.g. some minions' games.

Item build should also show his support side; First item I hunt for is Locket of the Iron Solari if you need shields as h*ll and your W cooldown is not that quick, then it'll help you, and THIS will save some lives too ;) . Then continue with Health items, never forget to get Warmog's Armor this will make Shen, be a real Shen! Yet I may be a lil' bit stubborn, but for being more as a supporter do not foget telling people about your Q, some guys misunderstand this and do not get the best of your skills (Ask the lane partner before the minions spawn if he got an idea of how your Q goes).

Runes should help your item build so I'd like you to think about increasing Health %, as more Health you get from items, more it will increase... just imagine 5.000 + (x10%) of it...

Now I hope not to forget something, Shen's not only a simple tank, I tried him out as a jungler and solo-top laning, he's just awesome, but anyway, see ya later friend.