well i play galio, shen and leona. For shen i jsut go straight health....because his passive uses it, and it also affects his abilities like q. I buy the armor/mr he needs based on opposing team comp. Galio, you want to stack MR of course...cause of his passive.YOu dont reallywant to play galio unless opposing team has like 3 AP champs. For leona, i actually prefer stacking a lot of regen...cause it helps sustain in the laning phase, and she already can get very good MR/AR from her ability and that has diminishing returns. Yes leona is an awesome tank and practically unkillable if you got some farm with her.
galio and leona i use mpen marks...shen i use Attack speed.
for glyph i do mr/level for shen and galio and cdr for leona