I love both of them. They both have roles in the jungle and top lane. However Shen can also be a type of support. Aatrox could try support but it would not be very effective. Shen is great when scaling with hp so a smite top for cinderhulk does wonders for him. He has a built in teleport and a taunt to help protect carries. Late game, he is a monster to try to fight past to get to their squishies. Aatrox on the other hand, has more dps built in. He is great for dueling given his w and passive. He falls off late game a bit due to his squishiness. There has to be a balance between dps and tank for him. you really don't want to choose between the two. Go damage and you die quickly. Go tank and you deal literally no damage. All you can do is stand there.
Both have different playstyles and both are very fun to play. Personally I love Shen more just because I love being a frontline tank and he is one of the best. However, most people in ranked do not understand Shen, and as a consequence, fail to engage when Shen ults one of them. Solo Q....you are better off with aatrox.