Hi my name is Mikuliska (Not my summoner name nor account). I play on Eu Nordic & East. This is my guide to AD Kennen (Actually my first guide!). Without further ado, let's get started.

Great early damage
Insane burst late with W+Crit+Statikk
Becomes tankier with E, also offering an escape
Awesome initiation with Flash+E+R+W
Squishy early(like all adcs)
Fragile while E is down
Requires a CC support

You play as an AD carry in the bottom lane, so you need a AD, armor and magic resist. I run flat AD reds, armor yellows, flat AD quints and magic resist blues. This setup makes last hitting easy and you won't get blown up by their carry or support. For masteries I run 21/9/0.
In the offense tree I take attack speed, damage, D-E sword, penentration, Executioner, Havoc and Dangerous Game(You never know when your opponent ignites you and you would die but with Dangerous Game you restore just the health to survive that last tick of ignite!). In the defense tree I take health, Block, Unyielding and armor. If you want take the movement speed in utility. Now lets move on. For summoner spells take barrier and barrier. Flash for Ult+E+W initiation and escaping. Ignite can be taken but you are a burst carry so it is unlikely that they have 10 hp to escape with.

When you finally get to the game (strange enough), you are wondering what to buy.
Normally I start with Doran's Blade and pots (Don't touch the mana pots).
There are many other options. I don't recommend taking long sword, because that 2 bonus AD isn't worth losing 80 Health and 3 health on-hit.
The first time back you buy boots and either a vamp scepter, a pickaxe, a bilgewater cutlass or a BF sword. The bilgewater builds to Botrk, Vamp scep builds into BT and BF sword builds into IE. All of these items make last hitting easier and boost your damage. NEVER buy a zeal, since you don't need 18% atk speed nor 10% crit, those don't benefit you at the moment.

Now that you have atleast one of the items i mentioned above, it is time to start working on their build paths. If you bought a vamp scepter, leave it for later. If you bought a pickaxe (possibly you got a BF sword too), start upgrading into an Infinity Edge. Buy the CoA last, it is the least important component. If you bought a bilgewater, immediately rush the daggers and the blade of the ruined king. Now that you have Infinity Edge and Botrk, you have 2 options. Either start working on atk speed and crit, or AA burst. I prefer burst because my W ability gives me a neat passive. IF you go atk speed&crit, work on PD and SS. Always buy SS for more electricity. If you want burst, grab a BT(possibly 2) and a LW.

Now let us do some calculation with your damage.
You have bought a IE, Botrk, BT, PD, SS and a LW.
Say that our opponent has 2000 health and 0 armor and MR.
First off, you AA him.
Base dmg: 106.4
Botrk: 131.4(+5% of the enemys current hp)
IE: 201.4(+5% of the enemys current hp)(+25% chance of 2.5x dmg = 503.5)
BT: 271.4 or 301.4(+5% of the enemys current hp)(+25% chance of 2.5x dmg = 678.5 or 753.5)
SS: 371.4(+5% of the enemys current hp)(+25% chance of 2.5x dmg = 928.5)
That's 929 true damage with a single AA with crit and SS. Take your W into account and you get 1145.6 or 1170. Wow what a freakin beast gratz.

There is 1 important thing in skill sequence. ALWAYS max W first. You get from 40% AD to 80% AD. I played a game against Quinn adc and got fed early and with my Nami support she literally exploded, because my AA did 220 DMG and my W porc did another 160. We also stunned her for 2.5 seconds for me to get more autos to kill her. By the way Nami is a good support for AD Kennen. But now back to the sequence. You generally max E because of the bonus resists you get are perfect for blocking damage when initiating and escaping. The damage isn't bad for champions, but it is only good for farming with AP Kennen. Leave Q last because it offers you a nuke which is hard to land most of the time, and we don't benefit from that. You use your R to initiate and stun enemies around you. Also the damage isn't that bad for a lvl 6 all-in.

The end for, but i will keep improving this quide.