Shen - Abilities
Ki Strike (Passive) - Every 8 seconds, Shen's next attack will deal (10+5*level) (plus 4% of his maximum Health) bonus magic damage. Each time a champion hits Shen with an attack, Ki Strike activates 3 seconds quicker.
This is a passive with incredible synergy. Not only does Shen get more powerful with more HP, but he becomes more dangerous the more he is targeted. Even aggressive, damage-dealing Shen players will want to stack at least a little HP.
Vorpal Blade - Deals 60/100/140/180/220 (+.6 per ability power) magic damage to target unit. That unit becomes life tapped for 5 seconds, healing any champions who attack it for 15/30/45/60/75 (+.2 per ability power) health over 3 seconds.
Vorpal Blade is a very unique and interesting ability. It is a decent nuke that is cheap and on a low cooldown and anyone who attacks the unit it is used on receives life back. This is excellent for laning, for designating a target for your team to focus (since the attack produces an easily visible floating blade above their head) or simply for nuking. Since the cooldown is so low don't be afraid to use it often. Aggressive and AP Shens may want to level this first.
Feint - Shen defends the next champion spell or attack, blocking up to 50/115/180/245/310 (+.3 per ability power) damage; lasts for 1 source of damage or 2 seconds.
Alone or combined with Shadow Dash, Feint allows you to jump into the center of the enemy team and come out alive. Like Vorpal Blade, it is cheap and on a low cooldown - use it when laning to frustrate harassers or when running to stay alive. Learning to anticipate nukes with this skill can mean the difference between survival and defeat. Tank Shens may want to level this over Vorpal Blade.
Shadow Dash - Shen rapidly dashes to a target location, Taunting enemies he collides with for .8/1.1/1.4/1.7/2 second(s).
Restores 40 Energy if you hit a champion.
Shen's most iconic and possibly his most useful skill. No matter how you are building Shen, put at least one point in Shadow Dash early on. It can be used for initiating, escaping or simply traveling. Use it to pull enemies off of your teammates or to disable tough enemies. Leveling this up lowers cooldown and cost, so it is always a good investment.