Shadow Dash restores more Energy if it hits multiple enemy champions, so don't always use it on a single target.
Try to keep an eye on your allies' Health, even if in remote lanes, as Stand United can be used anywhere on the map. You can use F2-F5 to target them quickly.
Shen is a very durable champion, with multiple ways to absorb damage. Be wary about attacking him when he seems weak.
He can also teleport to any ally's aid, regardless of location, so be aware that a 1v1 fight can turn into 1v2 very quickly with Shen.