Hello. Shen is one of my favorite champions, but I mainly played him solo top or support. Then I decided I wanted to try jungling as him. Though, he may not be the best jungler he has strong ganks and he has a "Heal (Life tap)".

Pros:
+He uses energy not mana
+His jump taunts every enemy it hits.
+Global Ultimate that gives an OP shield.
+Sustain
Cons:
+Not the fastest jungler
+Not the initiator
+Lacks armor in early to mid game.

Quintessences:
+I recommend Quintessence of Health because, though it doesn't add a ton of extra health, it makes you tanky earlier giving you the ability to be more daring.
Seals:
+For the same reason as the Quints
Marks:
MOOOOOORE Health
Glyphs:
+To give more shield when teleporting.

While attack speed can be strong on Shen. I like him extremely tanky with some Cool Down reduction.

Heres where early health comes into play. With my masteries and runes I can survive the early game while getting my q first, but lets say I have the rung runes and masteries, or I don't have them at all, then I would grab my shield first.

Wraiths, then Lizard Elder, Then Wolves, Then Ancient Golem, Gank Top or mid (depending on whoever is doing better) Then the lane you did not gank. Then Clear the jungle and refresh your buffs.

+To gank you can use shadow to jump in and taunt your opponents.
+Also your teammate can sit in a bush while you Ult to them. So when you enemy comes into the bush expecting one person they have a nasty surprise of two.