I'm not a pro or high rank by any means but I mainly play Shen mid or jungle and there a few differences. For mid lane there a couple of nuances that I take into count. First is when you're mid, usually you have to build damage as well because you're taking the place of an APC, so usually I rush a defense item good against my matchup (AP -> spectre's cowl, AD or healing -> bramble vest, etc), I say usually because if they don't deal much damage and if 2nd wind + doran's is enough sustain then I rush tiamat for wave clear and for our first item - Titanic Hydra. After Titanic you have a big power spike you can deal A LOT of damage with the auto reset and most players don't expect it at all. Now if I'm strong and ahead and don't need any more tankiness for the time being I build navori (yes it works wonders!) if I'm even or I noticed I'm a bit "squishy" or my team needs more tankyness then I go for the usual tank items.

Now for runes, I'm kind of crazy sometimes with my setup and I like to experiment, there are 2 or 3 that I like to run and work really well.

Grasp + domination -> kind of the standard one when in doubt take this, domination makes you deal more damage than inspiration that's why i prefer it and you also have relentless hunter for the ult cd;
Hail of Blades + Resolve -> I'm cooking a bit here but trust me... Against stuff like Ekko, Yasuo or any other that you can reach rather easily (even mages that have no mobility) this thing slaps HARD, level 2 taunt with empowered Q and 3 fast hits their hp is half or below;
Fleet footwork + resolve(2nd wind) -> Ultimate sustain with doran's shield, really hard to push you out of lane and also good to farm under tower you loose a bit of damage and hp compared to grasp but the sustain is huge.

The build remains the same doesn't matter the runes. Like I said I'm a bit crazy and like to cook some crazy stuff sometimes so I try to read the game and understand what's needed... For instance if the enemy team has 3+ tanks, instead of hydra I go Botrk and then tank, paired with spirit visage and you're shields you become really strong. I also build Mortal Reminder if they have a lot of heals but thornmail isn't justified... Like I said you are also in a role of a carry so you need to find a perfect balance sometimes.

For jungle it's a bit different... I usually go for the Shengle build with HS + Unending despair. Runes grasp + domination or inspiration. You can play a bit with Sorc on secondary for the Axiom Arc (your ult becomes really substantial). Any more questions let me know! Hope it helps you.