this is the first time i do this and i know it looks really messed upp but believe me!
youll be the most important player in your team, and will be able to shut down every killing spree.

for runes u should use armor pen marks cause of the dmg you´l do with ki strike late/early game, dodge seals are for the ninjaness;) no im just kidding it is a thing to consider against melee carry´s since most attacks will be dodged very effective against bruisers as tryndamere and nocturne.
magic resist glyph´s, is for early encounters with anyone who does any sort of magic damage.
Now heres the bigey 3 hp quints they aint cheap but you´l want that extra hp in early games and to boost ki strike. this will also make it harder for your enemies to harass u down to low health

with masteries u go with what i have put upp a solid 0/25/5 for the survivabillity and regeneration,
summoner spells - ghost and exhaust
ghost- ghost is for making it quicker to get to lane and escaping, people may pick flash for escaping but if you use your energy wisely you will have enough for shadow dash when u need to escape.
exhaust- exhaust is a really good spell no matter the champion, use this thing right and it will either give you a kill or save your life.

okay this is where it seems messed upp.
u should start with a doran´s shield, farm upp as much as you can, and u should be able to stay in lane till lvl 12 then i usually go b, u should have a promising 2000g (that is if you played right) now buy a Giant´s belt even if you must go b and only have 1000g buy a Giant´s belt you will need the hp, then buy either ninja tabi or Mercury´s treads depending on what you need, then you farm till you have warmog´s armor
then you go directly for armor buy a Thornmail and then you should be clear of the armor problem.
and then you just continue the list ive made upp for you

Pro´s
* shen is awesome at early game harrasment and laning.
* with the buil i made for you Ki strike will make upp to 500 - 600 damage and with the amror giving you upp to 70% reduced physical damage and upp to 50 - 60% magic resist,
* if you are being chased get to a wall and shadow dash over them.
* the statistic calculator dosent take Atma´s impaler`s percentage into the damage but it should lay on 206 AD (i will update if lol changes anything)
*and we must not forget the biggest pro with shen... he´s a flippin ninja!
Con´s
* shen is as you all know a energy champion and this is both good and bad, you see you can harass much in early game and you do lots of damage, but as you level upp everything costs more does less damage then mana spells does, and you must learn to save energy for shadow dash as it costs 120 energy more then half off your bar.
* Feint isnt a very effective shield but it can take a turret shot for you.
* Shadow dash cost´s over half of his energy bar and makes it imposible to use all his abillities to du damage and protect his team mates

a list of dangerous champions wich may not and i repeat NOT be laned against.

1. Vayne vayne´s silver bolt´s abillity makes her a tank shredding demon and she can outlane you in seconds + her condemn abillity counteracts shadow dash

2. Kog maw kog maw´s a tank shredder and his Bio Arcane Barrage + Void ooze makes him a great threat both early and late game

3.Tryndamere Tryndamere or as i call him "The god of ultimate damage" always remain a threat even for tanks but wont be a big threat untill lategame.

the reason why i always go this build is because with both Force of nature and Thornmail you will get great resistance from both physical and magic damage, with 2 Warmog´s armor you will get a great hp pool to survive almost everything, the Atmas impaler makes you do more damage and bruisers wont se you as a target to mess with, and they will need atleast 4 off them to take you down

to end this i need to thank riot games, for making an awesome game and thank you for spending time reading this.
Please comment and rate, always upp for critiscism and always looking too improve mine and others gameplay.

oh and just one more thing.. this will be a demonstration of superior judgement;)