This is your run of the mill Kennen build from season 1, it's been adapted for season 2.. still works quite well all things considered.
Throughout the guide I will explain how I play him, and why I've picked as I did, so please don't downvote if you aren't going to read through the entire thing.

Hope you enjoy...

Pros:
High AoE damage
Good crowd control (all abilities build stuns)
Good movement (Lightning Rush is good at both escaping and catching people)
Low CD's
No Mana (Energybased)
Good harasser/poker

Cons:
Very squishy
Gets focused if you aren't careful
Bad initiator (but that's what you got a tank for)

Thundering Shuriken is the first skill picked. Great for poking/harassing early game. The spamability of it makes it perfect for a mid laner, use it for harassing and last hit with your auto-attacks


Electrical Surge's passive makes every fifth normal attack better, and you get an active AoE burst, on everyone that has a mark of the storm. (combined with your ulti and LR you get a stun in on a clustered team in a matter of a few seconds)
- Because of the low CD, you can be use it to farm creepwaves in combination with LR. Use LR to rush in, and get a mark on the entire wave, then use ES to finish them off, and you got a lot of gold or faster push.


Lightning Rush is nostly used to escape, or close ground on enemies. With this you can outrun most people. When not used for being a chicken, it should be used to stack marks in teamfights (for faster stuns), and for farming.
Maxed last
- Because of the low CD, you can be use it to farm creepwaves in combination with ES. Use LR to rush in, and get a mark on the entire wave, then use ES to finish them off, and you got a lot of gold or faster push.


Slicing Maelstrom is basically what makes people hate Kennen, the 120 second base CD can be lowered even more with build and Items, and being able to stun/kill three people in a teamfight, all on your own is quite rough.
If this ability is combined with Amumu's ulti and Nunu's ulti, the amount of hurt you'll be putting down is sick.
- If you activate this ability first, and then Zonyas Hourglass second, this will still keep shooting, through the ourglass, so if you get focused mid-ulti, don't be afraid to pop it and get kills while being immortal.


Reason for Maxing TS and ES instead of rushing TS:
Some people might argue that maxing this completely before getting more points in ES is better. The reason I disagree with this, is because if you max this early, your entire damage source comes from one ability, and a skillshot at that. Instead of comming from two abilities (thus reducing time between ripping the enemy a new one)

Scenario 1: Level 9: You got 5 points i TS, 2 point in ES and 1 point in LR and we assume you have 100AP (for easy math of it), your rotation damage will look like this:
235 + 75 (From Thundering Shuriken)
95 + 55 (From Electrical Surge)
85 + 60 (From Lightning Rush)
Total: 605 damage (where more than 50% of your damage is done with the first skill)

Scenario 2: Level 9 You spent 4 points in TS, 3 points in ES and 1 point in LR, it'll look like this:
195 + 75 (From Thundering Shuriken)
155 + 55 (From Electrical Surge)
85 + 60 (From Lightning Rush)
Total: 615 damage (already ten more damage, agreed not a lot, but a little helps too, and if you miss your skillshot you aren't gonna be screwed as much as in scenario 1)

I went with the 9/21/0 that was oh so popular in season 1. It is possible to tweek it to your preferences. Getting 10/20/0, for more AP, but you'll lose bonus health and disable reduction.
With the remake of masteries it is also possible to do a viable 21/9/0 or 21/0/9, but i dislike it, because you'll be a lot more squishy than you already are.

The choices made should be pretty obvious. I've tried to negate Kennen's squishyness. If someone feels the need to know why I've chosen as i have, leave a comment, and I'll elaborate.

Situational Items:

Generally what you'd go for. Huge increase in damage. Only reason to change this to something else, really is if you get focused so hard you can't get your abilities off.


The only stat you can't use on this item is the mana. But at this point, the extra damage from autoattacks should be nice, plus the added AP. All in all a good end game item for when things are going well, and you just want to put a harder smackdown on your enemies.


Good if the enemy AP carry is fed. Good for taking the edge off of Annie - and similar champions.


If the enemy team is heavy on CC, this comes in handy.

Recommended:

I take this over anything, hands down, only thing that makes me choose otherwise, is if there are already two exhaust's on the team. Great ability for getting FB, and will save your *** a lot later on, and due to the fact that the 1 point spent on it's mastery makes it reduce armor and MR you'll also be doing more damage to the target.


I choose this as second ability, because the mastery that improves exhaust, also improves this. Simple as that. Could just aswell be changed with flash. This is a personal preference, and I tend to vary this from game to game.

Viable Options:

If the team has lots of exhaust, and no ignites, take this, for the healing reduction, and the easier FB. Wouldn't touch it with a turd on a stick otherwise (but that's just me)


After the nerf to flash i don't tend to use it as much. Although there are some scenario's where i use it.
First off, being on team with Amumu, makes me choose this over Ghost. The reason is that you want to stand on top of Amumu when he pops his ultimate, and pop yours with him. This means more damage to stunned enemies, and the chance to stun with Marks of the Storm, when his stun is off.


If the enemy team is heavy on CC, this is a good choice, though i usually don't bring it along.

- Generally there's a use for all summoner spells except Clarity, so if you avoid that, you should be fine.

In this phase, you should be mid; harassing and farming like crazy. Keep an eye out for your jungler/roamer, as you'll want to get a kill/assist every time he drops into the mid lane for a gank.
Farming should be done with auto attacks, and harassing can be done with Thundering Shuriken alone, which means you'll have all your other abilities up for ganks. Play safely, and only go for solo-kills you can finish.

If the enemy jungler is a little too frisky, get some wards, and place them in the river brush.
If you get the time, help your own jungler stealing buffs and camps every time the enemy jungler is ganking somewhere that isn't mid.

Through this phase you'll keep farming. You don't want to fall behind on money. Preferably you'll be a little ahead. You should be able to use Electrical Surge and Lightning Rush for finishing off creepwaves and enemy jungle camps.
Just make sure to save them, if you anticipate a teamfight.

If a teamfight occurs, stay behind your tank until someone initiates. If someone from the enemy team gets a bit to far from his team. Punish him with Thundering Shuriken, but keep waiting for the initiation.
When someone initiates, and you have a cluster of three or more enemies, either Flash or Lightning Rush into the fray, activate your Ultimate, give it a second to work, before you pop Electrical Surge, and watch the mayhem.
If the enemy team is still standing you should be able to rinse and repeat (not the ultimate though).

If you done your job right, you should have most of your items, and should be able to avoid farming creeps unless you want to push a lane.
In this part of the game, you should assist your team in fights, not worrying too much about your own score, but worry more about everyone else's (chances are you'll have your build mostly done and be a good load of gold ahead of the other players).

A short list of teammates you'll love to have with you:

Amumu's Curse of the Sad Mummy makes him the tank/jungler you're gonna want in every game.

Nunu & Willump's Absolute Zero combined with Slicing Maelstrom makes for "easy" aces/pentakills every time the enemy team clusters before a fight

Katarina - If you and her stand together and pop Slicing Maelstrom and Death Lotus at the same time, then enemy team will be forced to leave you alone. Allowing your team to regroup and possibly change the teamfight (on par with Janna's Ultimate)

Galio and yourself can stack Idol of Durand and Slicing Maelstrom to inflict mayhem on a new and improved level.

Shen can do the same trick as Galio, with his Shadow Dash, meaning he taunts his enemies and you damage them. Plus you'll be havin two flippin' ninjas on on your team.

Take into account that someone on your team may have the ability to scatter the enemy team, think it over every time you pop your ultimate. A misplaced ultimate combined with Janna's Monsoon or Tristana's Buster Shot can lose a teamfight for you (them resetting a teamfight and your team going in with the loss of two ultimates)

In summation, everything about this game is anticipation and preparation. Learn the other champions aswell as your own.

If you feel that something is missing from this build, leave a comment, and I'll add the missing part as soon as possible.

19/11/2011 - Shen added to the teamwork section.
19/11/2011 - Galio added to the teamwork section.
19/11/2011 - Corrected math in skill-section.