I usually try and stay away from the full Immortal build and try and split the Immortal and Vengence trees. This does drop your shild chance since you can't get the 4% bonus. However, in this build, the goal is to boost your defense rating as much as possible. You can get it up to about 27% and you'll be good. Retaliation bumps it up another 5% everytime that it is up. So, you have 32% chance to avoid all incoming damage. Now...the best part. Most PvE bosses have an accuracy rating of about 105% (I need to check this and the amount that smash lowers accuracy). Your smash will drop that down to 100%. Now when a boss attacks you (or anyone in the raid), they will get a chance to dodge/parry/miss and attack. Also, any accuracy over 100% lowers your defence chance...since it won't be lowered...you will dodge roughly 30% of all incoming attacks!! You still need shield chance and abs to offset the damage you do get so please warn your healers that you will take more of a spike damage than normal. However, it does make some fights easier (instead of DoT's being placed on you automatically, you have a chance to not get one....making it better for healers).
Now...before you all rip up my stats....I am going to go check them lol.
Oh...almost forgot one awesome thing about a half Immortal and half Vengence tree build....you get enraged defenses as a skill in vengence...which lowers incoming damage by 4%.