Getting Vorpal Blade early allows Shen to farm well and stay in the lane/jungle due to its heal. Ki Strike also allows Shen to jungle along with Vorpal Blade without taking too much damage. Because he uses energy instead of mana, the only reason to recall is when his health is low, so keep it high with Vorpal Blade's heal.
Vorpal Blade is effective for last-hitting due to its low cooldown and rapid energy regeneration.
Vorpal Blade will also heal allied champions that attack the marked target. Try using it on siege minions to allow you and your laning partner to get a bit of a heal without killing the minion too fast.
In laning phase you can use the Vorpal Blade to harass the enemy champion. Be careful when doing this, however, as its range is short, making you a good target.
Failing to hit a champion with Shadow Dash can severely cripple Shen'senergy for several seconds, limiting his capabilities.
Use Shadow Dash in team fights to give your carry the upper hand.
While using Shadow Dash, try to line up multiple champions to guarantee at least one successful taunt.
Bear in mind with recent changes, hitting more enemy champions is now better than just one for Shadow Dash's energy refund.
If an enemy is pushing your turret, Shadow Dash them; when they are forced to attack you, the turret will target them, dealing substantial damage.
If an enemy tries to tower dive you, a well used Shadow Dash can spell the difference between life and death, as it reduces damage for the duration of the taunt.
Use Shadow Dash through thin walls both to ambush and escape.
Stand United relies on vision. During Nocturne'sParanoia, Shen cannot cast Stand United unless they are in his line of sight; even hitting F1–F5 or clicking a champion portrait on the left will not allow you to target an ally until Paranoia is finished.
Stand United is also good for helping a teammate backdoor. The shield protects them from turret hits and you join them to supply additional damage.
Stand United does not break the target ally's stealth, and produces no other visible effect. Use this to ambush enemies more effectively.
Stand United can either save an ally or help gank an enemy, and can be combined with other global ultimates.
Shen is a very powerful solo top thanks to his sustain and harass with Vorpal Blade, Ki Strike and can absorb any form of enemy harassment with Feint.
Shen is a natural tank; items that grant health and resistances are best for him.
Sunfire Cape provides both health and armor while making farming easier. In a bruiser build, it is usually paired with Wit's End to give Shen many of the stats that he desires, health, magic resist, armor, and attack speed.
Shurelya's Reverie also synergizes well with Shen as it allows him and his team to initiate a fight quickly or escape from a fight while providing decent cooldown reduction.
Nashor's Tooth is a strictly offensive item but it offers Shen a fair amount of useful stats, ability power, attack speed, and cooldown reduction.
Thornmail and Randuin's Omen supplements Shadow Dash well since enemies are forced to autoattack him. Since Thornmail calculates reflection damage before damage mitigation, it will reflect full damage while you are taking reduced damage. Randuin's Omen can lower enemies attack speed to reduce their damage to Shen as well as his teammates.
Abyssal Scepter synergises well with Shen; it gives Magic resistance for tankiness, a nice chunk of AP for his abilities and a MR reduction aura that increases his damage further, which he will always be in range to apply effectively. If no-one else on your team is building one (and you still have other sources of magic damage on your team) you should consider picking one up.
A variety of aura items synergize with Shen. Aegis of the Legion is a useful item to help in early teamfights. Locket of the Iron Solari is a great choice providing a couple of tanky stats with active synergizing with his supportive role and the items it builds from make laning easier and its active helps in teamfights. Zeke's Herald grants useful health and cooldown reduction as well as a very useful aura.
Try to avoid Shen near his turret as his Shadow Dash will taunt you, thus forcing you to pull turret aggro.
Be wary when trying to kill champions on low health as Shen'sStand United can turn the fight around - especially if the champions have readily-available slows, since that will make simply avoiding them and Shen after he arrives very difficult.
Shen will mostly initiate with Shadow Dash. Avoiding or juking it will greatly weaken Shen's capabilities with its significant cooldown and energy-cost.
When you see Shen casting Stand United, quickly use a hard crowd control effect (stun, fear, silence, knockup etc.) to ensure he does not teleport to his ally. (Note: Even if Shen does not teleport to his ally, they will still gain the defensive shield.)
When you see Shen uses his Vorpal Blade on minions, Try to keep him from attacking the marked minion to deny him from regaining his health.
Shen can be hard to kill due to his massive health, however this makes him vulnerable to abilities and items that cause him to take a percentage of his health as damage, such as Amumu'sDespair, and Vayne'sSilver Bolts.