Hello one and all, this is my first build... ever! So please think about that as you have a quick read through. However any constructive feedback would be very much appreciated.
For me Shen is one of the greatest champions, his taunt can allow many kills and vorpal blade is nice for harrasment and the odd heal. Feint is also very nice as it allows you to block the initial damage from taunting someone. His ultimate in my opinion makes him one of the greatest tanks in the game. Saving an ally with a enormous shield then jumping the hell out of no where to taunt them and get the kill.

Pros

Uses Energy not mana
Powerful shield
Great tank early mid and late game
Can deal decent amount of damage early game
Taunt lets you draw turret agro onto enemies and allows you to escape through walls
Can jump across the whole map like a boss
Vorpal blade can heal your whole team for a small amount

He's a ninja bro

Cons
Its tough trying to think off his weaknesses as I love playing him so much.

Lacks damage late game
He is prone to being ignored in team fights due to low damage
Ulti takes some time to cast and if the player is being really focussed you can be interrupted mid cast when they player is killed
Vorpal Blade has a small range

I know the cons are fairly weak and if you could give me any advise on what is bad about Shen that would be awesome as I am struggling to find much

I have to admit I am a relative noob to runes, so any advise would be nice but I basically chose the tankiest runes I could see and I feel in early combat they really make all the difference.
The magic pen give you increased damage on Vorpal Blade, Ki Strike and Sunfire Cape and the magic resist and physical defense can really help negate damage early in the game.

Fairly self explanatory, he is a tank and doesn't use mana. However if you have other recommendations please comment.

Ooooh the fun part, items!
I always start with Doran's shield, I feel the increased armor, health regen and hp are too good to pass up and allow you to lane for much longer and get easy early kills.

Next I move onto Mercury Treads, these are very nice on Shen as the use of stuns and lock downs can stop him using Shadow Dash to escape. On the other hand if the game is going very well for you I would use Boots of Swiftness as they allow you to chase/taunt and get to team fights quicker.

Then Aegis of the Legion and item that is completely core to the whole build, so many reasons to get it

It gives you health
It gives you large amounts of armor
It gives you large amounts magic resist
It buffs your allies and yourself
It is relatively cheap

If you are following this build it would be sacrilege not to get this item for Shen as it can truly help in team fights. You should be getting this item around level 7 if you have had a couple of early kills.

Here is where I begin to get unsure, this may sound weird but I have often ended up getting Starks Omen, perhaps I had been fed too much :D however if you want to continue tanking pick up sun-fire cape if the enemy are mostly AD or pick up Banshee's veil first if AP is dominating you.

Get sun-fire if you got Banshee's or get Banshee's if you got sun-fire

Once again the path splits, Randuins Omen giving you increased hp a slow on being hit and an AOE active that slows down nearby enemies; that is better than some characters ultimates or Guardian Angel for increased tanking capability but a lower health however it also gives you a free life :P

I cannot cover all the eventualities and the only 2 items that remain constant through all of my games is:
Doran's Shield
Aegis of the Legion

Towards the end of the game you may want to replace Doran's Shield with Guardian Angel or Randuin's Omen depending on which one you chose earlier, this is a rare occurrence as you usually won't have time.

Ghost - Lovely speed boost for getting to a gank or getting out of a gank
Exhaust - Keeping teammates alive stopping enemies running away

Most summoner spells work well on Shen but you would have to be ******ed to take clarity or even heal... damn noob heal.

This is how I play Shen if it doesn't work for you then it probably doesn't suit your gaming style.

Your passive gives you a great damage boost early game so getting into those bushes early and waiting and getting the first hit will really help (never go mid) and either lead to a kill or scare the player off, if you feel you can get the kill exhaust.

Level 1 attack sequence - Vorpal Blade >>> Auto Attack (Triggering Passive)

Once you ding level 2 you can really get those kills, assuming you have taken them down to around half hp, hide in the bush and wait for one of them to get near enough to taunt, shadow dash so they are taunted and start killing them. Always make sure your teammate knows what you are doing as you don't want to taunt an enemy that might kill you.
Level 2 attack sequence - Shadow Dash >>> Vorpal Blade >>> Auto Attack >>> Pop Exhaust if needed.

The level 2 attack sequence is basically what you do as Shen for the whole game you should always be initiating as Shen and if you can draw any lethal agro of allies by taunting the enemy. You are the tank, remember that, if its between you and the carry to die, you die to save the carry.

Rinse and repeat until level 6, if all other lanes are going well stay in your lane and just grind your way up. If things are going bad in other lanes get ready to ninja someones arse. If your allies are having a big fight use your ultimate to join in, to change it from a 2 v 2 to a 3 v 2, as soon as you have jumped in shadow dash so you have the enemies agro and your allies can deal damage while you take very little damage ;) .

Useful Tricks For Shen
Just a small list of funny ways to kill the enemy

If the enemy is near your tower, taunt them, they will hit you and the tower will start attacking them dealing large amounts of damage at low levels.
If someone has your ally on very low health and is being tower dived by an enemy ulti your ally so the person turret diving has to retreat or die from turret damage, if he doesnt retreat taunt him and hit feint.

Wow, its finally over and it took a long time but I am thinking of this as a first draft. Thank you greatly for reading, if I have missed anything don't hesitate to comment I will soon also be making a chapter on who you should lane with and who you shouldn't lane against.

Come back soon :)