Level 1 - Holy Persuasion
Level 2 - Penitence
Level 3 - Penitence
Level 4 - Holy Persuasion
Level 5 - Holy Persuasion
Level 6 - Hand of God
Level 7 - Holy Persuasion
Level 8 - Penitence
Level 9 - Penitence
Level 10 - Test of Faith
Level 11 - Hand of God
Level 12 - Test of Faith
Level 13 - Test of Faith
Level 14 - Test of Faith
Level 15 - Attribute Bonus
Level 16 - Hand of God
Level 17+ - Attribute Bonus


Explanation:
Cookie-Cutter build.
We take Holy Persuasion at level 1 to start jungling immediately and we max it first. The number of creeps you can persuade stays at 1 with level 1 and level 2 Holy Persuasion, so leveling it up again at level 3 is pretty useless.
Instead, take it at level 4 and 5.
Max out Penitence after Holy Persuasion. As your early game is build upon ganking it is more helpful than Test of Faith.
The damage of Test of Faith should not be underestimated and even though it's not as good as Chen's other skills it's clearly better than Stats.
Get Hand of God whenever you can. There should be no reason why you skip this ability.
After level 16 it's your decision but i would suggest you take Stats rather than nothing. Haha, funny shit.

Because the teleportation effect was moved from Test of Faith to Holy Persuasion, it is no longer an option. Penitence's slow and damage amplification is just too good to pass.

Alternative Build:
Level 1 - Holy Persuasion
Level 2 - Test of Faith
Level 3 - Test of Faith
Level 4 - Holy Persuasion
Level 5 - Holy Persuasion
Level 6 - Hand of God
Level 7 - Holy Persuasion
Level 8 - Test of Faith
Level 9 - Test of Faith
Level 10 - Penitence
Level 11 - Hand of God
Level 12 - Penitence
Level 13 - Penitence
Level 14 - Penitence
Level 15 - Attribute Bonus
Level 16 - Hand of God
Level 17+ - Attribute Bonus

Alternative build. You sacrifice your slow for some random nuking power. You can find this build mostly in high level league games, where the Chen player has not to worry about initiating because all the other players pick heroes with stuns/ slows/ etc.
Actually, I don't recommend this build. This is a guide, therefore it is mainly for new players and those should stick with the skill build above. Penitence makes it much easier to get your creeps into melee range.
Test of Faith is also highly mana intensive (175 Mana at all levels), make sure you carry Clearity Potions with you if you follow this build.