i also had frozen heart..which one is better frozen heart or frozen mallet for shen?

I start out with....

Doran's shield
Doran's shield
Doran's shield (yes 3 dorans shield, Stacks +HP, armor & the hp regen works great early game)
Merc treads
Sunfire
Banshees Veil
Aegis of Legion

Then the next 3 items in your item slot are all situational.

Warmogs (if you are great at farming & doing exceptionally well,should get it before Banshees)
Frozen Mallet for slow effect, HP, & + attack dmg
Thornmail if other team is mostly AD
FoN if other team is high MR
Gardians Angel if other team is balanced

Last item (for late, late, game, It might require you to sell an item, up to you)
Hextech Gunblade for item spell/stun, spell vamp & + extra attack & AP
or
Nashors tooth to take down towers quickly and for better AP

Since the nerf, Shen just sucks early game. This works better than my old build forsure. Try it out a few games.