I highly recommend Shen support, it's been heaps of fun to play, and very simple.
E > Q > E > W > Q >R > Max e over q over w, but 2 points in q is worth more than 3 in e.
Start > Relic, 3x Health 1x Warding Totem
First Back > Sighstone + Sweeping Lens + Vision Ward - (Luxury) > upgrade relic or purchase ruby crystal or boots
Priorities after first back:
if normal - face of the mountain (crazy synergy with ult)
losing to ad team - rush sunfire or randuins
losing to mr team - rush spectre's cowl or aegis
Reds- (Magic Pen. x9) or (Hybrid Pen. x9)
Yellows - (Flat Armor x4 + Scaling HP x5) or (Flat Health x9)
Blues - (Flat MR. x9)
Quints - (Armor x2) (MSpeed x1)
Basically just taunt in when you see an easy opportunity to deal damage, proc your passive an q then, then get back out or continue for the kill if you get them low.