Kennen is a really strong laner, who can either go mid or top.
Kennen's harrass is really strong and can help you zone your enemy easily.
Later on in the game, Kennen can easily initate a teamfight with his lighting rush and slicing malestrom. Flash too if it's necessary to get in the middle of the enemy team.

I use the flat armor yellows and flat health blues simply to be able to play more aggressive and take less damage from minions.

The items are really my general build for Kennen.
Starting with boots 3hp is pretty much standard for going mid.
As soon as you get Revolver/WotA, you can stay in lane forever. It is a really strong item for Kennen, and it can certainly save you on several occasions.

To get Rylai's or Rabadon's first is really situational. If you do need the health and the slow from Rylai's early on, you should build that first.

I always pick flash and ignite.
Flash is a must have summoner for Kennen. As it can really save your teammates or win a teamfight.

An alternative to ignite could be exhaust, cleanse or teleport.

As soon as you hit level two. You should really use the passive of your w to harrass your enemy in lane together with your w active and q.
You'll be able to zone your enemy laner and farm freely.

In teamfights, or to initate a teamfight, you want to run in with lighting rush and ult.