Well i dont really play malph so i cant help with him much , only buy saying Abysal Scepter really strong on him .
So now on Shen . I usually play him with 0/21/9 masteries ( Utility masteries for speed) . My runes usually go Flar armor and MR , AP Quinc . and some AD (in about 8 ) . I dont really got a variety of rune pages so i end up using those . I would use AP Quinc . , Flat armor and mr per level if possible. . but dont own that rune page , and not willing to create one at the moment . Anyway..
Building shen with tabi or mercuries . Wits end , trinity , sunfire , guardian and warmogs or randuins . He really becomes a beast...
Well shen is not my main , and i may have some mistakes on all these , so wait to hear more advices aswell.