Kennen is a really strong ap who needs to be in your opponents faces so he can smash them. That is why he needs to play a bit tanky with spell vamp. witch helps him a lot. This is often overlooked and many people just rush rabadon and rylai's really fast, witch doesnt help them much since they will be in the middle of the enemy team.

Pros: -Good in teamfights
-Hard to counter in lane

Cons: -Really squishy if built incorectly
-If played incorectly he can push to much and will get ganked a lot

I ussualy take magic pen. marks, flat armour seals, flat m.r. gliphs and flat AP quints.
This rune build is aimed towards having lane dominance in ANY lane (mid or top) versus any kind of champions.
U can also change your gliphs and seals to AP per lvl witch will give you a lot more dmg, but you will be more voulnrable, witch isnt so good on Kennen.

With Kennen you can use a viraity of spells, but i preffer the good old faschioned Ignite+Flash combo. You can also switch your Flash for Ghost, or your Ignite for Teleport (if you're on top lane), Exhaust (if you really like this spell), or even the new heal (yes, the new heal works well on Kennen, aspecially if you're focused a lot in teamfights) and of course Clense (If the enemy team has a lot of cc).
NEVER PICK THIS SPELLS ON KENNEN: Revive (do i even need to tell you -.-), Smite (wtf. you arent jungling), Surge (ok, has its uses, but not for kennen), clarity (if you pick this you're just....), Promote (i just dont see the point of this spell) and clayvoiance (unless youre support XD)

Like everywhere you have phases is playing kennen, and have goals in early, mid and late game.
So, your starting items should be boots and hp pots. (this is good for everything: improves farming, your chances of escaping ganks, and the pots are nice to have before the revolver/WOA)
In the early game you should get lvl 2 boots (pref. mercs. r sorcks.) and a hextech revolver.
In the mid game you should start aiming for more dmg and teamfight strenght with rylai's (slow+ap+hp=AWSOME), WOA (help your team, and stay in alive longer), and zhonya's hourgals (armour, a LOT of ap and the stasis for your ult...MUST HAVE ITEM ON KENNEN).
The late is all about dmg now that you have your tf survivability. You should aim for Rabadons and Abiscall scepter or void staff (if theyre stacking a lot of magic resist)