The item build in this guide is for a level 1 guy just starting out in the LOL universe.
SKIP STRAIGHT TO RYLAI's if you are level 30 and have all the ATTACK SPEED you need in the first 10 levels.

Once you make a build commit to a single stat within the runes. By stacking attack speed I allow my self to focus on health and AP. Shen relies on jumping into the fight and getting hit from taunt, it will make every hit have bonus damage biased partly on his health. If he is attacking fast then he will take people down like cool but this all hinges on his health. So stack the attack speed runes so you don't have to build attack speed items.