^ You're welcome, that's only how I play Shen
There's always lots of ways to play any character, I believe that their stats in the learning center represent how well they can adjust to the roles of physical attacks, health and magic; so characters with half life and magic can be mages that focus on survivability, even magic and power tends to be better off as hybrid, etc.
If you want to check out various guides, I'll second
leaguecraft, that's where I got a first taste of core builds from.